AR.predict()

statsmodels.tsa.ar_model.AR.predict

AR.predict(params, start=None, end=None, dynamic=False) [source]

Returns in-sample and out-of-sample prediction.

Parameters:

params : array

The fitted model parameters.

start : int, str, or datetime

Zero-indexed observation number at which to start forecasting, ie., the first forecast is start. Can also be a date string to parse or a datetime ty