statsmodels.tsa.statespace.sarimax.SARIMAXResults.forecast

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.