# statsmodels.tsa.statespace.sarimax.SARIMAXResults.predict¶

SARIMAXResults.predict(start=None, end=None, dynamic=False, information_set='predicted', signal_only=False, **kwargs)

In-sample prediction and out-of-sample forecasting

Parameters:
start{int, str,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 zeroth observation.

end{int, str,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,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.

information_setstr, optional

The information set to condition each prediction on. Default is “predicted”, which computes predictions of period t values conditional on observed data through period t-1; these are one-step-ahead predictions, and correspond with the typical fittedvalues results attribute. Alternatives are “filtered”, which computes predictions of period t values conditional on observed data through period t, and “smoothed”, which computes predictions of period t values conditional on the entire dataset (including also future observations t+1, t+2, …).

signal_onlybool, optional

Whether to compute predictions of only the “signal” component of the observation equation. Default is False. For example, the observation equation of a time-invariant model is $$y_t = d + Z \alpha_t + \varepsilon_t$$, and the “signal” component is then $$Z \alpha_t$$. If this argument is set to True, then predictions of the “signal” $$Z \alpha_t$$ will be returned. Otherwise, the default is for predictions of $$y_t$$ to be returned.

**kwargs

Additional arguments may be required for forecasting beyond the end of the sample. See FilterResults.predict for more details.

Returns:
predictionsarray_like

In-sample predictions / Out-of-sample forecasts. (Numpy array or Pandas Series or DataFrame, depending on input and dimensions). Dimensions are (npredict x k_endog).

forecast
get_forecast
get_prediction