statsmodels.tsa.forecasting.theta.ThetaModelResults

class statsmodels.tsa.forecasting.theta.ThetaModelResults(b0, alpha, sigma2, one_step, seasonal, use_mle, model)[source]

Results class from estimated Theta Models.

Parameters:

  • b0 (float) – The estimated trend slope.

  • alpha (float) – The estimated SES parameter.

  • sigma2 (float) – The estimated residual variance from the SES/IMA model.

  • one_step (float) – The one-step forecast from the SES.

  • seasonal (ndarray) – An array of estimated seasonal terms.

  • use_mle (bool) – A flag indicating that the parameters were estimated using MLE.

  • model (ThetaModel) – The model used to produce the results.

Methods

forecast([steps, theta])

Forecast the model for a given theta

forecast_components([steps])

Compute the three components of the Theta model forecast

plot_predict([steps, theta, alpha, ...])

Plot forecasts, prediction intervals and in-sample values

prediction_intervals([steps, theta, alpha])

summary()

Summarize the model

Properties

model

The model used to produce the results

params

The forecasting model parameters

sigma2

The estimated residual variance