statsmodels.tsa.ar_model.ARResults.predict #1651

eoseubert opened this Issue Apr 30, 2014 · 3 comments


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I don't believe that the confint parameter is being implemented in

ARResults.predict(start=None, end=None, dynamic=False)


Ah, yes. Good catch. That's a docs issue. We can add that though. If you do need confidence intervals for forecasts, you can use the forecast method of the ARMA model. See also #1563 for upcoming addition of a plotting method for prediction in AR(IMA) models.

@jseabold jseabold added this to the 0.6 milestone Apr 30, 2014

Ok thanks. Also, the ARResults doesn't have a forecast method like in the ARMAResults. Not sure if that is intentional or not.


Yeah, ARMA is always going to be more full featured I think. Could probably add a forecast method to AR but it may be non-trivial. I'd have to look.

@eoseubert eoseubert closed this May 1, 2014
@eoseubert eoseubert reopened this May 1, 2014
@jseabold jseabold closed this Sep 20, 2014
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