How to get confidence interval for the forecast - Githubissues

sryza / spark-timeseries

A library for time series analysis on Apache Spark

Apache License 2.0

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How to get confidence interval for the forecast #204

Open dashrathc opened 6 years ago

dashrathc commented 6 years ago

I am following https://github.com/sryza/spark-ts-examples/blob/master/jvm/src/main/scala/com/cloudera/tsexamples/SingleSeriesARIMA.scala example using Spark-2.1.0

Can someone help me out to get confidence interval for the forcast as given by python http://www.statsmodels.org/dev/generated/statsmodels.tsa.arima_model.ARIMAResults.forecast.html#statsmodels.tsa.arima_model.ARIMAResults.forecast

conf_int : array 2d array of the confidence interval for the forecast

Thanks, Dasharath