statsmodels.tsa.vector_ar.var_model.VARResults.plot_forecast#

VARResults.plot_forecast(steps, alpha=0.05, plot_stderr=True)[source]#

Plot forecast

Parameters:

stepsint: Number of steps ahead to forecast.
alphafloat, optional: The significance level for the confidence intervals.
plot_stderrbool, optional: If True, plot the confidence interval around the forecast.

Returns:

Figure: The figure that contains the plot.