Apologies if this question has an obvious answer: I'm using the ARDL packages from statsmodels to construct a model using monthly data, and generating a forecast of 1 year. I've read documentation for the statsmodels package, but I'm still not entirely sure what kind of forecast is being carried out by forecast, or get_prediction. Are these sliding window forecasts or something else? Is there documentation someone could point me towards?
What kind of prediction does statsmodels use in the forecast and predict functions?
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