SARIMAXResults.conf_int()

statsmodels.tsa.statespace.sarimax.SARIMAXResults.conf_int

SARIMAXResults.conf_int(alpha=0.05, cols=None, method='default')

Returns the confidence interval of the fitted parameters.

Parameters:

alpha : float, optional

The significance level for the confidence interval. ie., The default alpha = .05 returns a 95% confidence interval.

cols : array-like, optional

cols specifies which confidence intervals to return

method : string

Not Implemented Yet Method to estimate the confid