statsmodels.tsa.forecasting.theta.ThetaModelResults¶

class statsmodels.tsa.forecasting.theta.ThetaModelResults(b0, alpha, sigma2, one_step, seasonal, use_mle, model)[source]¶

Results class from estimated Theta Models.

Parameters:¶

b0 : float¶

The estimated trend slope.

alpha : float¶

The estimated SES parameter.

sigma2 : float¶

The estimated residual variance from the SES/IMA model.

one_step : float¶

The one-step forecast from the SES.

seasonal : ndarray¶

An array of estimated seasonal terms.

use_mle : bool¶

A flag indicating that the parameters were estimated using MLE.

model : ThetaModel¶

The model used to produce the results.

Methods

forecast([steps, theta])	Forecast the model for a given theta
forecast_components([steps])	Compute the three components of the Theta model forecast
plot_predict([steps, theta, alpha, ...])	Plot forecasts, prediction intervals and in-sample values
prediction_intervals([steps, theta, alpha])	param steps: The number of steps ahead to compute the forecast components.
summary()	Summarize the model

Properties

model	The model used to produce the results
params	The forecasting model parameters
sigma2	The estimated residual variance