statsmodels.tsa.ardl.UECMResults.forecast¶
- UECMResults.forecast(steps=1, exog=None, fixed=None)¶
Out-of-sample forecasts
- Parameters:¶
- steps{
int,str,datetime},default1 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.
- exogarray_like,
optional Exogenous values to use out-of-sample. Must have same number of columns as original exog data and at least steps rows
- fixedarray_like,
optional Fixed values to use out-of-sample. Must have same number of columns as original fixed data and at least steps rows
- steps{
- Returns:¶
- array_like
Array of out of in-sample predictions and / or out-of-sample forecasts.
See also
ARDLResults.predictIn- and out-of-sample predictions
ARDLResults.get_predictionIn- and out-of-sample predictions and confidence intervals
Last update:
Jun 10, 2024