statsmodels.tsa.deterministic.DeterministicTerm.out_of_sample

abstractmethod DeterministicTerm.out_of_sample(steps, index, forecast_index=None)[source]

Produce deterministic trends for out-of-sample forecasts

Parameters:

  • steps (int) – The number of steps to forecast

  • index (index_like) – An index-like object. If not an index, it is converted to an index.

  • forecast_index (index_like) – An Index or index-like object to use for the forecasts. If provided must have steps elements.

Returns:

A DataFrame containing the deterministic terms.

Return type:

DataFrame