statsmodels.tsa.arima.model.ARIMAResults.forecast

ARIMAResults.forecast(steps=1, **kwargs)

Out-of-sample forecasts

Parameters:

stepsint, str, or datetime, 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.

Returns:

forecastarray_like

Out-of-sample forecasts (Numpy array or Pandas Series or DataFrame, depending on input and dimensions). Dimensions are (steps x k_endog).

See also

predict

In-sample predictions and out-of-sample forecasts.

get_forecast

Out-of-sample forecasts and results including confidence intervals.

get_prediction

In-sample predictions / out-of-sample forecasts and results including confidence intervals.