statsmodels.tsa.statespace.news.NewsResults.data_updates

property NewsResults.data_updates

Updated data; new entries that did not exist in the previous dataset

Returns
data_updatespd.DataFrame

Index is as MultiIndex consisting of update date and updated variable. The columns are:

  • forecast (prev): the previous forecast of the new entry, based on the information available in the previous dataset (recall that for these updated data points, the previous dataset had no observed value for them at all)

  • observed: the value of the new entry, as it is observed in the new dataset

See also

data_revisions