Can't find Statsmodel.varmax apply nor append

Question

I'm building a prediction model using VARMAX class of package statsmodel (python3). After fitting a VAR model i'd like to apply it on my test set to evaluate it. Instead of take the infered parameter and do it manually I was hoping to be able to use the following methods:

• VARMAXResults.apply
• VARMAXResults.append

How ever i get the following errors:

• AttributeError: 'VARMAXResults' object has no attribute 'apply'

• AttributeError: 'VARMAXResults' object has no attribute 'append'

  import statsmodels.api as sm
  ## train
  model = sm.tsa.VARMAX(endog=endog_train, exog=exog_train, order=order)
  results = model.fit(maxiter=maxiter, disp=disp, method=method)
  
  ## test
  test_pred = results.apply(endog_text, exog=exog_test)
  test_pred = results.append(endog_text, exog=exog_test)
  

Is cumputing it manually from results.coefficient_matrices_var the only way to test results over a test set (new unseen data) ?

Answer 1

As from july 2019 these methods are still under dev. yet mentionned in the documentation.

https://github.com/statsmodels/statsmodels/issues/5959#issuecomment-512018275