statsmodels.tsa.forecasting.theta.ThetaModelResults.forecast_components¶
- ThetaModelResults.forecast_components(steps=1)[source]¶
Compute the three components of the Theta model forecast
- Parameters:
- steps
int The number of steps ahead to compute the forecast components.
- steps
- Returns:
DataFrameA DataFrame with three columns: trend, ses and seasonal containing the forecast values of each of the three components.
Notes
For a given value of \(\theta\), the deseasonalized forecast is fcast = w * trend + ses where \(w = \frac{theta - 1}{theta}\). The reseasonalized forecasts are then seasonal * fcast if the seasonality is multiplicative or seasonal + fcast if the seasonality is additive.