VARMAXResults.predict()

statsmodels.tsa.statespace.varmax.VARMAXResults.predict

VARMAXResults.predict(start=None, end=None, dynamic=False, **kwargs)

In-sample prediction and out-of-sample forecasting

Parameters:

start : int, str, or datetime, optional

Zero-indexed observation number at which to start forecasting, i.e., the first forecast is start. Can also be a date string to parse or a datetime type. Default is the the zeroth observation.

end : int, str, or datetime, optional

Zero-indexed observation number at which to end forecasting, i.e., the last forecast i