VARResults.forecast(y, steps, exog_future=None)
Produce linear minimum MSE forecasts for desired number of steps ahead, using prior values y
Parameters: |
|
---|---|
Returns: |
forecasts |
Return type: |
ndarray (steps x neqs) |
Lütkepohl pp 37-38
© 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.vector_ar.var_model.VARResults.forecast.html