statsmodels.tsa.statespace.mlemodel.PredictionResults

class statsmodels.tsa.statespace.mlemodel.PredictionResults(model, prediction_results, row_labels=None, information_set='predicted', signal_only=False)

Prediction result from MLE models

Parameters:

• model (MLEModel) – The models used to make the prediction

• prediction_results (kalman_filter.PredictionResults instance) – Results object from prediction after fitting or filtering a state space model.

• row_labels (iterable) – Row labels for the predicted data.

• information_set (str) – Name of information set

• signal_only (bool) – Whether the prediction is for the signal only

model

The models used to make the prediction

Type:

MLEModel

prediction_results

Results object from prediction after fitting or filtering a state space model.

Type:

kalman_filter.PredictionResults instance

information_set

Name of information set

Type:

str

signal_only

Whether the prediction is for the signal only

Type:

bool

Methods

conf_int([method, alpha])	Confidence interval construction for the predicted mean.
summary_frame([endog, alpha])	Summary frame of mean, variance and confidence interval.
t_test([value, alternative])	z- or t-test for hypothesis that mean is equal to value

Properties

predicted_mean	The predicted mean
row_labels	The row labels used in pandas-types.
se_mean	The standard deviation of the predicted mean
tvalues	The ratio of the predicted mean to its standard deviation
var_pred_mean	The variance of the predicted mean