- VARMAXResults.get_forecast(steps=1, **kwargs)¶
Out-of-sample forecasts and prediction intervals
If an integer, the number of steps to forecast from the end of the sample. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, steps must be an integer. Default
Additional arguments may required for forecasting beyond the end of the sample. See FilterResults.predict for more details.
PredictionResults instance containing out-of-sample forecasts and results including confidence intervals.