statsmodels.tsa.vector_ar.vecm.VECMResults.plot_forecast¶
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VECMResults.
plot_forecast
(steps, alpha=0.05, plot_conf_int=True, n_last_obs=None)[source]¶ Plot the forecast.
- Parameters
steps : int
Prediction horizon.
alpha : float, 0 < alpha < 1
The confidence level.
plot_conf_int : bool, default: True
If True, plot bounds of confidence intervals.
n_last_obs : int or None, default: None
If int, restrict plotted history to n_last_obs observations. If None, include the whole history in the plot.