statsmodels.tsa.vector_ar.vecm.VECMResults.plot_forecast
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VECMResults.plot_forecast(steps, alpha=0.05, plot_conf_int=True, n_last_obs=None)[source]
Plot the forecast.
- Parameters:
- steps
int
Prediction horizon.
- alpha
float
, 0 < alpha < 1 The confidence level.
- plot_conf_intbool, default:
True
If True, plot bounds of confidence intervals.
- n_last_obs
int
or None
, default: None
If int, restrict plotted history to n_last_obs observations.
If None, include the whole history in the plot.
Last update:
Jun 10, 2024