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DynamicVAR.forecast()

statsmodels.tsa.vector_ar.dynamic.DynamicVAR.forecast

DynamicVAR.forecast(steps=1) [source]

Produce dynamic forecast

Parameters:	steps :
Returns:	forecasts : pandas.DataFrame

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.dynamic.DynamicVAR.forecast.html

doc_statsmodels

2017-01-18 16:08:31

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