ARIMAResults.forecast()

statsmodels.tsa.arima_model.ARIMAResults.forecast

ARIMAResults.forecast(steps=1, exog=None, alpha=0.05) [source]

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 ARIMAX, you must provide out of sample values for the exogenous variables. This sh