BVARSVResult.forecast#

BVARSVResult.forecast(steps=8, *, seed=None)[source]#

The posterior predictive: parameter and shock uncertainty.

The three-number summary of forecast_paths() – the bands are bands of the predictive distribution, which is the object a forecast evaluation actually scores through the raw paths.

Parameters:

  • steps (int) – Horizons ahead.

  • seed (int | Generator | None) – Seed or generator for the predictive shocks.

Return type:

NDArray[double]

Returns:

An array of shape (steps, k, 3) whose last axis is (16th percentile, mean, 84th percentile).

Raises:

SpecificationError – If steps is not positive.