# statsmodels.tsa.statespace.structural.UnobservedComponentsResults.get_prediction¶

method

UnobservedComponentsResults.get_prediction(start=None, end=None, dynamic=False, index=None, exog=None, **kwargs)[source]

In-sample prediction and out-of-sample forecasting

Parameters
startint, str, or datetime, optional

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. Default is the the zeroth observation.

endint, str, or datetime, optional

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. 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.

exogarray_like, optional

If the model includes exogenous regressors, you must provide exactly enough out-of-sample values for the exogenous variables if end is beyond the last observation in the sample.

dynamicboolean, int, str, or 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.

full_resultsboolean, optional

If True, returns a FilterResults instance; if False returns a tuple with forecasts, the forecast errors, and the forecast error covariance matrices. Default is False.

**kwargs

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

Returns
forecastarray

Array of out of sample forecasts.