Skip to content

forecast_fitted_values() only works with h = 1 #1032

@jonjimenez99

Description

@jonjimenez99

First off, thank you for developing such an amazing library—StatsForecast has been enormously helpful in my projects! I’m especially interested in the in‑sample generator method forecast_fitted_values().
While trying to obtain multi‑step in‑sample predictions from an ARIMA model, I called: model.forecast_fitted_values() . I was wondering if fitted_values can be produced with h > 1 , but tracing the code I noticed there is a restrintion in this lines of code. Is there a theoretical / statistical reason to forbid h > 1, or is multi‑step support simply not implemented yet? Any recommended workaround to generate multi‑step in‑sample forecasts for models?

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions