statsmodels.tsa.forecasting.stl.STLForecastResults

class statsmodels.tsa.forecasting.stl.STLForecastResults(stl, result, model, model_result, endog)

Results for forecasting using STL to remove seasonality

Parameters:

stlSTL

The STL instance used to decompose the data.

resultDecomposeResult

The result of applying STL to the data.

modelModel

The time series model used to model the non-seasonal dynamics.

model_resultResults

Model results instance supporting, at a minimum, forecast.

Attributes:

model

The model fit to the additively deseasonalized data

model_result

The result class from the estimated model

period

The period of the seasonal component

result

The result of applying STL to the data

stl

The STL instance used to decompose the time series

Methods

forecast([steps])	Out-of-sample forecasts
get_prediction([start, end, dynamic])	In-sample prediction and out-of-sample forecasting
summary()	Summary of both the STL decomposition and the model fit.

Properties

model	The model fit to the additively deseasonalized data
model_result	The result class from the estimated model
period	The period of the seasonal component
result	The result of applying STL to the data
stl	The STL instance used to decompose the time series