statsmodels.tsa.statespace.mlemodel.PredictionResults.summary_frame

PredictionResults.summary_frame(endog=0, alpha=0.05)

Summary frame of mean, variance and confidence interval

Parameters:

alphafloat, optional

The significance level for the confidence interval. The default alpha = .05 returns a 95% confidence interval.

Returns:

DataFrame

DataFrame containing four columns:

• mean

• mean_se

• mean_ci_lower

• mean_ci_upper