statsmodels.tsa.ar_model.AutoRegResults.forecast¶
- AutoRegResults.forecast(steps=1, exog=None)[source]¶
Out-of-sample forecasts
- Parameters:
- steps{
int,str,datetime},default1 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.
- exog{
ndarray,DataFrame} Exogenous values to use out-of-sample. Must have same number of columns as original exog data and at least steps rows
- steps{
- Returns:
- array_like
Array of out of in-sample predictions and / or out-of-sample forecasts.
See also
AutoRegResults.predictIn- and out-of-sample predictions
AutoRegResults.get_predictionIn- and out-of-sample predictions and confidence intervals