statsmodels.tsa.arima_model.ARMAResults.forecast

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

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