DynamicFactorResults.get_prediction(start=None, end=None, dynamic=False, index=None, exog=None, **kwargs)
[source]
In-sample prediction and out-of-sample forecasting
Parameters: |
|
---|---|
Returns: |
forecast – Array of out of sample forecasts. |
Return type: |
array |
© 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.statespace.dynamic_factor.DynamicFactorResults.get_prediction.html