def forecast(self, ar=None, ma=None, nperiod=10):
        eta = np.r_[self.error_estimate, np.zeros(nperiod)]
        if ar is None:
            ar = self.ar_est
        if ma is None:
            ma = self.ma_est
        return signal.lfilter(ma, ar, eta)
nperiod ahead forecast at the end of the data period
dataset/ETHPy150Open statsmodels/statsmodels/statsmodels/tsa/arma_mle.py/Arma.forecast