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:

stepsint

Prediction horizon.

alphafloat, 0 < alpha < 1, optional

The confidence level.

plot_conf_intbool, optional

If True, plot bounds of confidence intervals.

n_last_obsint or None, optional

If int, restrict plotted history to n_last_obs observations. If None, include the whole history in the plot.

Returns:

Figure

The figure that contains the plot.