statsmodels.tsa.statespace.mlemodel.PredictionResults¶
-
class statsmodels.tsa.statespace.mlemodel.PredictionResults(model, prediction_results, row_labels=
None
, information_set='predicted'
, signal_only=False
)[source]¶ Prediction result from MLE models
- Parameters:¶
- model
MLEModel
The models used to make the prediction
- prediction_results
kalman_filter.PredictionResults
instance
Results object from prediction after fitting or filtering a state space model.
- row_labelsiterable
Row labels for the predicted data.
- information_set
str
Name of information set
- signal_onlybool
Whether the prediction is for the signal only
- model
- Attributes:¶
Methods
conf_int
([method, alpha])Confidence interval construction for the predicted mean.
summary_frame
([endog, alpha])Summary frame of mean, variance and confidence interval.
t_test
([value, alternative])z- or t-test for hypothesis that mean is equal to value
Properties
The predicted mean
The row labels used in pandas-types.
The standard deviation of the predicted mean
The ratio of the predicted mean to its standard deviation
The variance of the predicted mean
Last update:
Dec 16, 2024