SVForecastResult

class impulso.results.SVForecastResult(*, idata, series_name, steps)

Bases: VARResultBase

Density forecast from a univariate SV model.

Parameters:

• idata (InferenceData)

• series_name (str)

• steps (int)

idata

InferenceData with ‘forecast’ in posterior_predictive.

series_name

Name of the forecast series.

Type:

str

steps

Number of forecast steps.

Type:

int

hdi(prob=0.89)

Highest-density interval for the density forecast.

Parameters:

prob (float) – Probability mass for the HDI. Default 0.89.

Returns:

HDIResult with lower/upper DataFrames for each forecast step.

Return type:

HDIResult

median()

Posterior median of the density forecast.

Returns:

DataFrame of median forecasts indexed by step.

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 the density forecast with HDI bands.

Returns:

Matplotlib Figure of the density forecast.

Return type:

Figure

to_dataframe()

Density forecast posterior median as a DataFrame.

Returns:

DataFrame of median forecasts indexed by step.

Return type:

DataFrame