- ARDLResults.forecast(steps=1, exog=None, fixed=None)[source]¶
If an integer, the number of steps to forecast from the end of the sample. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, steps must be an integer.
Exogenous values to use out-of-sample. Must have same number of columns as original exog data and at least steps rows
Fixed values to use out-of-sample. Must have same number of columns as original fixed data and at least steps rows
Array of out of in-sample predictions and / or out-of-sample forecasts.
In- and out-of-sample predictions
In- and out-of-sample predictions and confidence intervals