{"action":"created","comment":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments/38942104","id":38942104,"diff_hunk":"@@ -1271,3 +1576,149 @@ def _predict(self, nstatic, ndynamic, nforecast, model):\n         results = FilterResults(model)\n         results.update_filter(kfilter)\n         return results\n+\n+\n+class PredictionResults(FilterResults):","path":"statsmodels/tsa/statespace/kalman_filter.py","position":354,"original_position":354,"commit_id":"bb624885047d351a54f09f8584e9c930ce684e01","original_commit_id":"bb624885047d351a54f09f8584e9c930ce684e01","user":{"login":"josef-pkt","id":440735,"avatar_url":"https://avatars.githubusercontent.com/u/440735?v=3","gravatar_id":"","url":"https://api.github.com/users/josef-pkt","html_url":"https://github.com/josef-pkt","followers_url":"https://api.github.com/users/josef-pkt/followers","following_url":"https://api.github.com/users/josef-pkt/following{/other_user}","gists_url":"https://api.github.com/users/josef-pkt/gists{/gist_id}","starred_url":"https://api.github.com/users/josef-pkt/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/josef-pkt/subscriptions","organizations_url":"https://api.github.com/users/josef-pkt/orgs","repos_url":"https://api.github.com/users/josef-pkt/repos","events_url":"https://api.github.com/users/josef-pkt/events{/privacy}","received_events_url":"https://api.github.com/users/josef-pkt/received_events","type":"User","site_admin":false},"body":"Is this a wrapper class similar to our Results wrappers with the same pattern of `__getattr__`?","created_at":"2015-09-08T15:46:00Z","updated_at":"2015-09-08T15:46:00Z","html_url":"https://github.com/statsmodels/statsmodels/pull/2566#discussion_r38942104","pull_request_url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2566","_links":{"self":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/comments/38942104"},"html":{"href":"https://github.com/statsmodels/statsmodels/pull/2566#discussion_r38942104"},"pull_request":{"href":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2566"}}},"pull_request":{"url":"https://api.github.com/repos/statsmodels/statsmodels/pulls/2566","id":41287669,"html_url":"https://github.com/statsmodels/statsmodels/pull/2566","diff_url":"https://github.com/statsmodels/statsmodels/pull/2566.diff","patch_url":"https://github.com/statsmodels/statsmodels/pull/2566.patch","issue_url":"https://api.github.com/repos/statsmodels/statsmodels/issues/2566","number":2566,"state":"open","locked":false,"title":"ENH: Statespace: Postestimation","user":{"login":"ChadFulton","id":280864,"avatar_url":"https://avatars.githubusercontent.com/u/280864?v=3","gravatar_id":"","url":"https://api.github.com/users/ChadFulton","html_url":"https://github.com/ChadFulton","followers_url":"https://api.github.com/users/ChadFulton/followers","following_url":"https://api.github.com/users/ChadFulton/following{/other_user}","gists_url":"https://api.github.com/users/ChadFulton/gists{/gist_id}","starred_url":"https://api.github.com/users/ChadFulton/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/ChadFulton/subscriptions","organizations_url":"https://api.github.com/users/ChadFulton/orgs","repos_url":"https://api.github.com/users/ChadFulton/repos","events_url":"https://api.github.com/users/ChadFulton/events{/privacy}","received_events_url":"https://api.github.com/users/ChadFulton/received_events","type":"User","site_admin":false},"body":"A PR corresponding to #2564. Would like to add support for (at least):\r\n\r\n- Full prediction / forecast interface (e.g. with confidence intervals, etc).\r\n- Add impulse response functions, FEVDs, etc., and confidence intervals (at least asymptotic, possibly bootstrapped as well).\r\n\r\nPossibly will also address (but may punt for later):\r\n\r\n- Figure out how to better implement a wide range of diagnostic 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