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dpbac/forecast_in_sample.py Secret

Created June 23, 2021 15:06
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forecast_in_sample.py
# Create ARIMA mean forecast
arima_pred = arima_results.get_prediction(start=-90, dynamic=True)
arima_mean = arima_pred.predicted_mean
# Create SARIMA mean forecast
sarima_01_pred = sarima_01_results.get_prediction(start=-90, dynamic=True)
sarima_01_mean = sarima_01_pred.predicted_mean
# Create SARIMA mean forecast
sarima_02_pred = sarima_02_results.get_prediction(start=-90, dynamic=True)
sarima_02_mean = sarima_02_pred.predicted_mean
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