statsmodels.tsa.forecasting.stl.STLForecastResults.get_prediction¶

STLForecastResults.get_prediction(start=None, end=None, dynamic=False, **kwargs)[source]¶

In-sample prediction and out-of-sample forecasting

Parameters:¶

start : int, str, or datetime, optional¶

Zero-indexed observation number at which to start forecasting, i.e., the first forecast is start. Can also be a date string to parse or a datetime type. Default is the the zeroth observation.

end : int, str, or datetime, optional¶

Zero-indexed observation number at which to end forecasting, i.e., the last forecast is end. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, end must be an integer index if you want out of sample prediction. Default is the last observation in the sample.

dynamic : bool, int, str, or datetime, optional¶

Integer offset relative to start at which to begin dynamic prediction. Can also be an absolute date string to parse or a datetime type (these are not interpreted as offsets). Prior to this observation, true endogenous values will be used for prediction; starting with this observation and continuing through the end of prediction, forecasted endogenous values will be used instead.

**kwargs¶

Additional arguments may required for forecasting beyond the end of the sample. These arguments are passed into the time series model results’ get_prediction method.

Returns:¶

PredictionResults instance containing in-sample predictions, out-of-sample forecasts, and prediction intervals.

Return type:¶

PredictionResults