statsmodels.tsa.statespace.dynamic_factor_mq.DynamicFactorMQResults.forecast¶
- DynamicFactorMQResults.forecast(steps=1, **kwargs)¶
Out-of-sample forecasts
- Parameters:
- steps
int
,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.
- steps
- Returns:
- forecastarray_like
Out-of-sample forecasts (Numpy array or Pandas Series or DataFrame, depending on input and dimensions). Dimensions are (steps x k_endog).
See also
predict
In-sample predictions and out-of-sample forecasts.
get_forecast
Out-of-sample forecasts and results including confidence intervals.
get_prediction
In-sample predictions / out-of-sample forecasts and results including confidence intervals.