ForecastResult

class impulso.results.ForecastResult(*, idata, steps, var_names, mode='density')

Bases: VARResultBase

Result from VAR forecasting.

Parameters:

• idata (InferenceData)

• steps (int)

• var_names (list[str])

• mode (str)

idata

ArviZ InferenceData with forecast draws.

steps

Number of forecast steps.

Type:

int

var_names

Names of forecasted variables.

Type:

list[str]

mode

"density" or "mean" — which forecast mode produced this result.

Type:

str

hdi(prob=0.89)

HDI for forecast.

Parameters:

prob (float)

Return type:

HDIResult

median()

Posterior median forecast.

Return type:

DataFrame

model_config = {'arbitrary_types_allowed': True, 'frozen': True}

Configuration for the model, should be a dictionary conforming to [ConfigDict][pydantic.config.ConfigDict].

plot()

Plot forecast fan chart.

Return type:

Figure

to_dataframe()

Convert to long-format DataFrame.

Return type:

DataFrame