statsmodels.tsa.statespace.mlemodel.PredictionResults.summary_frame¶
- PredictionResults.summary_frame(endog=0, alpha=0.05)[source]¶
Summary frame of mean, variance and confidence interval.
- Returns:
DataFrame containing four columns:
mean
mean_se
mean_ci_lower
mean_ci_upper
- Return type:
DataFrame
Notes
Fixes alpha to 0.05 so that the confidence interval should have 95% coverage.
