statsmodels.tsa.vector_ar.var_model.VARResults.forecast¶
method
-
VARResults.forecast(y, steps, exog_future=None)¶ Produce linear minimum MSE forecasts for desired number of steps ahead, using prior values y
- Parameters
- yndarray (p x k)
- stepsint
- Returns
- forecastsndarray (steps x neqs)
Notes
Lütkepohl pp 37-38