statsmodels.tsa.arima_model.ARIMAResults.forecast¶
method
-
ARIMAResults.
forecast
(steps=1, exog=None, alpha=0.05)[source]¶ Out-of-sample forecasts
- Parameters
- stepsint
The number of out of sample forecasts from the end of the sample.
- exogarray
If the model is an ARIMAX, you must provide out of sample values for the exogenous variables. This should not include the constant.
- alphafloat
The confidence intervals for the forecasts are (1 - alpha) %
- Returns
- forecastarray
Array of out of sample forecasts
- stderrarray
Array of the standard error of the forecasts.
- conf_intarray
2d array of the confidence interval for the forecast
Notes
Prediction is done in the levels of the original endogenous variable. If you would like prediction of differences in levels use predict.