statsmodels.tsa.statespace.mlemodel.MLEResults.forecast

MLEResults.forecast(steps=1, **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.

**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.