statsmodels.tsa.deterministic.DeterministicProcess.out_of_sample

DeterministicProcess.out_of_sample(steps: int, forecast_index: Optional[Union[Sequence[Hashable], pandas.core.indexes.base.Index]] = None) → pandas.core.frame.DataFrame

Produce deterministic trends for out-of-sample forecasts

Parameters

stepsint

The number of steps to forecast

indexindex_like

An index-like object. If not an index, it is converted to an index.

forecast_indexindex_like

An Index or index-like object to use for the forecasts. If provided must have steps elements.

Returns

DataFrame

A DataFrame containing the deterministic terms.