statsmodels.tsa.base.prediction.PredictionResults.conf_int¶
- PredictionResults.conf_int(alpha=0.05)[source]¶
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.
- alpha
- Returns:
- pi{
ndarray
,DataFrame
} The array has the lower and the upper limit of the prediction interval in the columns.
- pi{