# statsmodels.tsa.forecasting.theta.ThetaModelResults.forecast_components¶

ThetaModelResults.forecast_components(steps: int = 1) → pandas.core.frame.DataFrame[source]

Compute the three components of the Theta model forecast

Parameters
stepsint

The number of steps ahead to compute the forecast components.

Returns
DataFrame

A DataFrame with three columns: trend, ses and seasonal containing the forecast values of each of the three components.

Notes

For a given value of $$\theta$$, the deseasonalized forecast is fcast = w * trend + ses where $$w = \frac{theta - 1}{theta}$$. The reseasonalized forecasts are then seasonal * fcast if the seasonality is multiplicative or seasonal + fcast if the seasonality is additive.