statsmodels.tsa.deterministic.CalendarTimeTrend.out_of_sample

CalendarTimeTrend.out_of_sample(steps, index, forecast_index=None)

Produce deterministic trends for out-of-sample forecasts

Parameters:

stepsint

The number of steps to forecast

indexindex_like

An index-like object. If not an index, it is converted to an index.

forecast_indexindex_like

An Index or index-like object to use for the forecasts. If provided must have steps elements.

Returns:

DataFrame

A DataFrame containing the deterministic terms.