statsmodels.tsa.statespace.mlemodel.PredictionResults.conf_int

PredictionResults.conf_int(method='endpoint', alpha=0.05, **kwds)

Confidence interval construction for the predicted mean.

This is currently only available for t and z tests.

Parameters:

alpha (float, optional) – The significance level for the prediction interval. The default alpha = .05 returns a 95% confidence interval.

Returns:

pi – The array has the lower and the upper limit of the prediction interval in the columns.

Return type:

{ndarray, DataFrame}