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