statsmodels.tsa.statespace.structural.UnobservedComponentsResults.forecast¶
-
UnobservedComponentsResults.forecast(steps=1, **kwargs)¶ Out-of-sample forecasts
- Parameters
- steps
int,str,ordatetime,optional If an integer, the number of steps to forecast from the end of the sample. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, steps must be an integer. Default
- **kwargs
Additional arguments may required for forecasting beyond the end of the sample. See FilterResults.predict for more details.
- steps
- Returns
- forecast
PredictionResults PredictionResults instance containing in-sample predictions and out-of-sample forecasts.
- forecast