AR.predict(params, start=None, end=None, dynamic=False)
[source]
Returns in-sample and out-of-sample prediction.
Parameters: |
|
---|---|
Returns: |
predicted values |
Return type: |
array |
The linear Gaussian Kalman filter is used to return pre-sample fitted values. The exact initial Kalman Filter is used. See Durbin and Koopman in the references for more information.
© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.ar_model.AR.predict.html