statsmodels.tsa.arima_model.ARMA.predict

ARMA.predict(params, start=None, end=None, exog=None, dynamic=False) [source]

ARMA model in-sample and out-of-sample prediction

Parameters:	params (array-like) – The fitted parameters of the model. start (int, str, or datetime) – Zero-indexed observation number at which to start forecasting, ie., the first forecast is start. Can also be a date string to parse or a datetime type. end (int, str, or datetime) – Zero-indexed observation number at which to end forecasting, ie., the first forecast is start. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, end must be an integer index if you want out of sample prediction. exog (array-like, optional) – If the model is an ARMAX and out-of-sample forecasting is requested, exog must be given. Note that you’ll need to pass k_ar additional lags for any exogenous variables. E.g., if you fit an ARMAX(2, q) model and want to predict 5 steps, you need 7 observations to do this. dynamic (bool, optional) – The dynamic keyword affects in-sample prediction. If dynamic is False, then the in-sample lagged values are used for prediction. If dynamic is True, then in-sample forecasts are used in place of lagged dependent variables. The first forecasted value is start.
Returns:	predict – The predicted values.
Return type:	array

Notes

Use the results predict method instead.