statsmodels.tsa.statespace.mlemodel.PredictionResults¶

class statsmodels.tsa.statespace.mlemodel.PredictionResults(model, prediction_results, row_labels=None, information_set='predicted', signal_only=False)[source]¶

Prediction result from MLE models

Parameters:¶

model : MLEModel¶: The models used to make the prediction
prediction_results : kalman_filter.PredictionResults instance¶: Results object from prediction after fitting or filtering a state space model.
row_labels : iterable¶: Row labels for the predicted data.
information_set : str¶: Name of information set
signal_only : bool¶: Whether the prediction is for the signal only

model¶

The models used to make the prediction

prediction_results¶

Results object from prediction after fitting or filtering a state space model.

information_set¶

Name of information set

signal_only¶

Whether the prediction is for the signal only

Methods

`conf_int`([method, alpha])	Confidence interval construction for the predicted mean.
`summary_frame`([endog, alpha])	Summary frame of mean, variance and confidence interval.
`t_test`([value, alternative])	z- or t-test for hypothesis that mean is equal to value

Properties

`predicted_mean`	The predicted mean
`row_labels`	The row labels used in pandas-types.
`se_mean`	The standard deviation of the predicted mean
`tvalues`	The ratio of the predicted mean to its standard deviation
`var_pred_mean`	The variance of the predicted mean