statsmodels.tsa.arima_model.ARMAResults.forecast¶
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ARMAResults.
forecast
(steps=1, exog=None, alpha=0.05)[source]¶ Out-of-sample forecasts
Parameters: steps : int
The number of out of sample forecasts from the end of the sample.
exog : ndarray
If the model is an ARMAX, you must provide out of sample values for the exogenous variables. This should not include the constant. The number of observation in exog must match the value of steps.
alpha : float
The confidence intervals for the forecasts are (1 - alpha) %
Returns: forecast : ndarray
Array of out of sample forecasts
stderr : ndarray
Array of the standard error of the forecasts.
conf_int : ndarray
2d array of the confidence interval for the forecast