statsmodels.tsa.base.prediction.PredictionResults¶

class statsmodels.tsa.base.prediction.PredictionResults(predicted_mean, var_pred_mean, dist=None, df=None, row_labels=None)[source]¶

Prediction results

Parameters:¶

predicted_mean : {ndarray, Series, DataFrame}¶

The predicted mean values

var_pred_mean : {ndarray, Series, DataFrame}¶

The variance of the predicted mean values

dist : {None, "norm", "t", rv_frozen}¶

The distribution to use when constructing prediction intervals. Default is normal.

df : int, optional¶

The degree of freedom parameter for the t. Not used if dist is None, “norm” or a callable.

row_labels : {Sequence[Hashable], pd.Index}¶

Row labels to use for the summary frame. If None, attempts to read the index of predicted_mean

Methods

conf_int([alpha])	Confidence interval construction for the predicted mean.
summary_frame([alpha])	Summary frame of mean, variance and confidence interval.
t_test([value, alternative])	z- or t-test for hypothesis that mean is equal to value

Properties

predicted_mean	The predicted mean
row_labels	The row labels used in pandas-types.
se_mean	The standard deviation of the predicted mean
tvalues	The ratio of the predicted mean to its standard deviation
var_pred_mean	The variance of the predicted mean