SARIMAXResult.get_prediction() with future exogeneous

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ธฤต แสงสุวรรณ

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Apr 13, 2022, 2:57:50 PM4/13/22
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Hi. 
I have a question on how SARIMAXResult.get_prediction() works when it is called in an 'out-of-sample forecasting' situation with future exog. How does the model use future exog. It using future exog when predicting wrong because the model isn't supposed to know any future data when doing a time series forecasting.
Thank you.
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