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:¶

modelMLEModel

The models used to make the prediction

prediction_resultskalman_filter.PredictionResults instance

Results object from prediction after fitting or filtering a state space model.

row_labelsiterable

Row labels for the predicted data.

information_setstr

Name of information set

signal_onlybool

Whether the prediction is for the signal only

Attributes:¶

modelMLEModel

The models used to make the prediction

prediction_resultskalman_filter.PredictionResults instance

Results object from prediction after fitting or filtering a state space model.

information_setstr

Name of information set

signal_onlybool

Whether the prediction is for the signal only

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

predicted_mean	The predicted mean
row_labels	The row labels used in pandas-types.
se_mean	The standard deviation of the predicted mean
tvalues	The ratio of the predicted mean to its standard deviation
var_pred_mean	The variance of the predicted mean