SmootherResults.predict(start=None, end=None, dynamic=None, **kwargs)
In-sample and out-of-sample prediction for state space models generally
Parameters: |
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Returns: |
results – A PredictionResults object. |
Return type: |
All prediction is performed by applying the deterministic part of the measurement equation using the predicted state variables.
Out-of-sample prediction first applies the Kalman filter to missing data for the number of periods desired to obtain the predicted states.
© 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.kalman_smoother.SmootherResults.predict.html