statsmodels.tsa.forecasting.theta.ThetaModelResults

class statsmodels.tsa.forecasting.theta.ThetaModelResults(b0: float, alpha: float, sigma2: Optional[float], one_step: float, seasonal: numpy.ndarray, use_mle: bool, model: statsmodels.tsa.forecasting.theta.ThetaModel)

Results class from estimated Theta Models.

Parameters

b0float

The estimated trend slope.

alphafloat

The estimated SES parameter.

sigma2float

The estimated residual variance from the SES/IMA model.

one_stepfloat

The one-step forecast from the SES.

seasonalndarray

An array of estimated seasonal terms.

use_mlebool

A flag indicating that the parameters were estimated using MLE.

modelThetaModel

The model used to produce the results.

Attributes

model

The model used to produce the results

params

The forecasting model parameters

sigma2

The estimated residual variance

Methods

forecast([steps, theta])	Forecast the model for a given theta
forecast_components([steps])	Compute the three components of the Theta model forecast
plot_predict([steps, theta, alpha, …])	Plot forecasts, prediction intervals and in-sample values
prediction_intervals([steps, theta, alpha])	Parameters
summary()	Summarize the model

Methods

forecast([steps, theta])	Forecast the model for a given theta
forecast_components([steps])	Compute the three components of the Theta model forecast
plot_predict([steps, theta, alpha, …])	Plot forecasts, prediction intervals and in-sample values
prediction_intervals([steps, theta, alpha])	Parameters
summary()	Summarize the model

Properties

model	The model used to produce the results
params	The forecasting model parameters
sigma2	The estimated residual variance