statsmodels.tsa.vector_ar.var_model.VARResults.forecast
-
VARResults.forecast(y, steps)
-
Produce linear minimum MSE forecasts for desired number of steps ahead, using prior values y
Parameters: y : ndarray (p x k)
steps : int
Returns: forecasts : ndarray (steps x neqs)
Notes
Lutkepohl pp 37-38
Please login to continue.