statsmodels.tsa.forecasting.stl.STLForecastResults.get_prediction¶
- STLForecastResults.get_prediction(start=None, end=None, dynamic=False, **kwargs)[source]¶
In-sample prediction and out-of-sample forecasting
- Parameters:
start (int, str, or datetime, optional) – Zero-indexed observation number at which to start forecasting, i.e., the first forecast is start. Can also be a date string to parse or a datetime type. Default is the the zeroth observation.
end (int, str, or datetime, optional) – Zero-indexed observation number at which to end forecasting, i.e., the last forecast is end. Can also be a date string to parse or a datetime type. However, if the dates index does not have a fixed frequency, end must be an integer index if you want out of sample prediction. Default is the last observation in the sample.
dynamic (bool, int, str, or datetime, optional) – Integer offset relative to start at which to begin dynamic prediction. Can also be an absolute date string to parse or a datetime type (these are not interpreted as offsets). Prior to this observation, true endogenous values will be used for prediction; starting with this observation and continuing through the end of prediction, forecasted endogenous values will be used instead.
**kwargs – Additional arguments may required for forecasting beyond the end of the sample. These arguments are passed into the time series model results’
get_predictionmethod.
- Returns:
PredictionResults instance containing in-sample predictions, out-of-sample forecasts, and prediction intervals.
- Return type:
