statsmodels.tsa.arima_model.ARMAResults.forecast¶
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ARMAResults.
forecast
(steps=1, exog=None, alpha=0.05)[source]¶ Out-of-sample forecasts
- Parameters
- steps
int
The number of out of sample forecasts from the end of the sample.
- exog
ndarray
If the model is an ARMAX, you must provide out of sample values for the exogenous variables. This should not include the constant. The number of observation in exog must match the value of steps.
- alpha
float
The confidence intervals for the forecasts are (1 - alpha) %
- steps
- Returns