statsmodels.tsa.arima_model.ARMAResults.forecast

ARMAResults.forecast(steps=1, exog=None, alpha=0.05)

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