statsmodels.tsa.arima_model.ARIMAResults.forecast¶
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ARIMAResults.
forecast
(steps=1, exog=None, alpha=0.05)[source]¶ Out-of-sample forecasts
- Parameters
steps : int
The number of out of sample forecasts from the end of the sample.
exog : ndarray
If the model is an ARIMAX, you must provide out of sample values for the exogenous variables. This should not include the constant. The number of observation in exog must match the value of steps.
alpha : float
The confidence intervals for the forecasts are (1 - alpha) %
- Returns
forecast : ndarray
Array of out of sample forecasts
stderr : ndarray
Array of the standard error of the forecasts.
conf_int : ndarray
2d array of the confidence interval for the forecast
Notes
Prediction is done in the levels of the original endogenous variable. If you would like prediction of differences in levels use predict.