statsmodels.tsa.deterministic.CalendarDeterministicTerm.out_of_sample¶
- abstract CalendarDeterministicTerm.out_of_sample(steps: int, index: Sequence[Hashable], forecast_index: Optional[Sequence[Hashable]] = None) pandas.core.frame.DataFrame ¶
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.
- steps
- Returns
DataFrame
A DataFrame containing the deterministic terms.