statsmodels.tsa.statespace.mlemodel.PredictionResults.summary_frame¶

PredictionResults.summary_frame(endog=0, alpha=0.05)[source]¶

Summary frame of mean, variance and confidence interval.

Returns:¶

DataFrame

DataFrame containing four columns:

• mean

• mean_se

• mean_ci_lower

• mean_ci_upper

Notes

Fixes alpha to 0.05 so that the confidence interval should have 95% coverage.