VARProcess.forecast_interval()

statsmodels.tsa.vector_ar.var_model.VARProcess.forecast_interval

VARProcess.forecast_interval(y, steps, alpha=0.05) [source]

Construct forecast interval estimates assuming the y are Gaussian

Returns:	(lower, mid, upper) : (ndarray, ndarray, ndarray)

Lutkepohl pp. 39-40

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© 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_interval.html