statsmodels.tsa.arima.model.ARIMAResults.get_forecast

ARIMAResults.get_forecast(steps=1, **kwargs)

Out-of-sample forecasts and prediction intervals

Parameters
stepsint, str, or datetime, optional

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

**kwargs

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

Returns
predictionsPredictionResults

PredictionResults instance containing in-sample predictions and out-of-sample forecasts.