VECMResults.predict(steps=5, alpha=None, exog_fc=None, exog_coint_fc=None)
[source]
Calculate future values of the time series.
Parameters: |
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Returns: |
In case of a point forecast: each row of the returned ndarray represents the forecast of the neqs variables for a specific period. The first row (index [0]) is the forecast for the next period, the last row (index [steps-1]) is the steps-periods-ahead- forecast. |
Return type: |
forecast - ndarray (steps x neqs) or three ndarrays |
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© 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.vecm.VECMResults.predict.html