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VARResults.forecast_interval()

statsmodels.tsa.vector_ar.var_model.VARResults.forecast_interval

VARResults.forecast_interval(y, steps, alpha=0.05)

Construct forecast interval estimates assuming the y are Gaussian

Returns:	(lower, mid, upper) : (ndarray, ndarray, ndarray)

Notes

Lutkepohl pp. 39-40

Links:

http://statsmodels.sourceforge.net/stable/generated/statsmodels.tsa.vector_ar.var_model.VARResults.forecast_interval.html

doc_statsmodels

2025-01-10 15:47:30

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