statsmodels.tsa.deterministic.CalendarDeterministicTerm.out_of_sample¶
- abstract CalendarDeterministicTerm.out_of_sample(steps, index, forecast_index=None)¶
Produce deterministic trends for out-of-sample forecasts
- Parameters:
- steps
int The number of steps to forecast
- index
index_like An index-like object. If not an index, it is converted to an index.
- forecast_index
index_like An Index or index-like object to use for the forecasts. If provided must have steps elements.
- steps
- Returns:
DataFrameA DataFrame containing the deterministic terms.