ARIMAResults.forecast()

statsmodels.tsa.arima_model.ARIMAResults.forecast

ARIMAResults.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 : array If the model is an ARIMAX, you must provide out of sample values for the exogenous variables. This should not include the constant. alpha : float The confidence intervals for the forecasts are (1 - alpha) %
Returns:	forecast : array Array of out of sample forecasts stderr : array Array of the standard error of the forecasts. conf_int : array 2d array of the confidence interval for the forecast

Notes

Prediction is done in the levels of the original endogenous variable. If you would like prediction of differences in levels use predict.