statsmodels.tsa.deterministic.Fourier.out_of_sample¶

Fourier.out_of_sample(steps, index, forecast_index=None)[source]¶

Produce deterministic trends for out-of-sample forecasts

Parameters:¶

stepsint

The number of steps to forecast

indexindex_like

An index-like object. If not an index, it is converted to an index.

forecast_indexindex_like

An Index or index-like object to use for the forecasts. If provided must have steps elements.

Returns:¶

DataFrame

A DataFrame containing the deterministic terms.