SARIMAXResults.forecast()

statsmodels.tsa.statespace.sarimax.SARIMAXResults.forecast

SARIMAXResults.forecast(steps=1, **kwargs)

Out-of-sample forecasts

Parameters:

steps : int, str, or datetime, optional

If an integer, the number of steps to forecast from the end of the sample. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, steps must be an integer. Default

**kwargs

Additional arguments may required for forecasting beyond the end of the sample. See FilterResults.predict for more details.

Returns:

forecast : array

Array of out of sample forecasts. A (steps x k_endog) array.

© 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.statespace.sarimax.SARIMAXResults.forecast.html

在线笔记
App下载
App下载

扫描二维码

下载编程狮App

公众号
微信公众号

编程狮公众号

意见反馈
返回顶部