statsmodels.tsa.statespace.sarimax.SARIMAXResults.forecast¶
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SARIMAXResults.
forecast
(steps=1, exog=None, **kwargs)[source]¶ Out-of-sample forecasts
Parameters: steps : int, optional
The number of out of sample forecasts from the end of the sample. Default is 1.
exog : array_like, optional
If the model includes exogenous regressors, you must provide exactly enough out-of-sample values for the exogenous variables for each step forecasted.
**kwargs :
Additional arguments may required for forecasting beyond the end of the sample. See FilterResults.predict for more details.
Returns: forecast : array
Array of out of sample forecasts.