statsmodels.tsa.vector_ar.vecm.VECMResults.plot_forecast

VECMResults.plot_forecast(steps, alpha=0.05, plot_conf_int=True, n_last_obs=None)

Plot the forecast.

Parameters:

• steps (int) – Prediction horizon.

• alpha (float, 0 < alpha < 1) – The confidence level.

• plot_conf_int (bool, default: True) – If True, plot bounds of confidence intervals.

• n_last_obs (int or None, default: None) – If int, restrict plotted history to n_last_obs observations. If None, include the whole history in the plot.