statsmodels.tsa.ardl.UECMResults.forecast¶

UECMResults.forecast(steps=1, exog=None, fixed=None)¶

Out-of-sample forecasts

Parameters:

steps ({int, str, datetime}, default 1) – If an integer, the number of steps to forecast from the end of the sample. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, steps must be an integer.
exog (array_like, optional) – Exogenous values to use out-of-sample. Must have same number of columns as original exog data and at least steps rows
fixed (array_like, optional) – Fixed values to use out-of-sample. Must have same number of columns as original fixed data and at least steps rows

Returns:

Array of out of in-sample predictions and / or out-of-sample forecasts.

Return type:

array_like