statsmodels.tsa.base.prediction.PredictionResults.conf_int

PredictionResults.conf_int(alpha=0.05)

Confidence interval construction for the predicted mean.

This is currently only available for t and z tests.

Parameters:

alphafloat, optional

The significance level for the prediction interval. The default alpha = .05 returns a 95% confidence interval.

Returns:

pi{ndarray, DataFrame}

The array has the lower and the upper limit of the prediction interval in the columns.