statsmodels.tsa.ar_model.ARResults.preddoc

attribute

ARResults.preddoc = ['', ' Returns in-sample and out-of-sample prediction.', '', ' Parameters', ' ----------', ' params : array', ' The fitted model parameters.', ' start : int, str, or datetime', ' Zero-indexed observation number at which to start forecasting, ie.,', ' the first forecast is start. Can also be a date string to', ' parse or a datetime type.', ' end : int, str, or datetime', ' Zero-indexed observation number at which to end forecasting, ie.,', ' the first forecast is start. Can also be a date string to', ' parse or a datetime type.', ' dynamic : bool', ' The `dynamic` keyword affects in-sample prediction. If dynamic', ' is False, then the in-sample lagged values are used for', ' prediction. If `dynamic` is True, then in-sample forecasts are', ' used in place of lagged dependent variables. The first forecasted', ' value is `start`.', '', ' Returns', ' -------', ' predicted values : array', '', ' Notes', ' -----', ' The linear Gaussian Kalman filter is used to return pre-sample fitted', ' values. The exact initial Kalman Filter is used. See Durbin and Koopman', ' in the references for more information.', ' ']