statsmodels.tsa.vector_ar.var_model.VARResults.forecast#
- VARResults.forecast(y, steps, exog_future=None)#
Produce linear minimum MSE forecasts for desired number of steps ahead, using prior values y
- Parameters:
- y
ndarray(pxk) - steps
int - exog_futurearray_like,
optional Future values of the exogenous variables, including any trend and constant terms, needed to produce forecasts of steps periods ahead.
- y
- Returns:
- forecasts
ndarray(stepsxneqs)
- forecasts
Notes
Lütkepohl pp 37-38