statsmodels.tsa.forecasting.theta.ThetaModelResults¶

class statsmodels.tsa.forecasting.theta.ThetaModelResults(b0, alpha, sigma2, one_step, seasonal, use_mle, model)[source]¶

Results class from estimated Theta Models.

Parameters:¶

b0float

The estimated trend slope.

alphafloat

The estimated SES parameter.

sigma2float

The estimated residual variance from the SES/IMA model.

one_stepfloat

The one-step forecast from the SES.

seasonalndarray

An array of estimated seasonal terms.

use_mlebool

A flag indicating that the parameters were estimated using MLE.

modelThetaModel

The model used to produce the results.

Attributes:¶

model

The model used to produce the results

params

The forecasting model parameters

sigma2

The estimated residual variance

Methods

forecast([steps, theta])	Forecast the model for a given theta
forecast_components([steps])	Compute the three components of the Theta model forecast
plot_predict([steps, theta, alpha, ...])	Plot forecasts, prediction intervals and in-sample values
prediction_intervals([steps, theta, alpha])	Parameters:
summary()	Summarize the model

Properties

model	The model used to produce the results
params	The forecasting model parameters
sigma2	The estimated residual variance