VARProcess.forecast()
statsmodels.tsa.vector_ar.var_model.VARProcess.forecast
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VARProcess.forecast(y, steps)
[source] -
Produce linear minimum MSE forecasts for desired number of steps ahead, using prior values y
Parameters: y : ndarray (p x k)
steps : int
Returns: forecasts : ndarray (steps x neqs)
Notes
Lutkepohl pp 37-38
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.vector_ar.var_model.VARProcess.forecast.html