statsmodels.tsa.forecasting.stl.STLForecast.fit

STLForecast.fit(*, inner_iter=None, outer_iter=None, fit_kwargs=None)[source]

Estimate STL and forecasting model parameters.

Parameters:
  • inner_iter ({int, None}, optional) – Number of iterations to perform in the inner loop. If not provided uses 2 if robust is True, or 5 if not.

  • outer_iter ({int, None}, optional) – Number of iterations to perform in the outer loop. If not provided uses 15 if robust is True, or 0 if not.

  • fit_kwargs (dict[str, Any]) – Any additional keyword arguments to pass to model’s fit method when estimating the model on the decomposed residuals.

Returns:

Results with forecasting methods.

Return type:

STLForecastResults