ARMAResults.forecast()

statsmodels.tsa.arima_model.ARMAResults.forecast

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 : array If the model is an ARMAX, 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