dataset_for_prediction.index = dataset_for_prediction['Date']
from statsmodels.tsa.vector_ar.var_model import VAR
#predictiion
data = df[['Mean', 'Close']]
data = np.array(data, dtype='float32')
data = data[:2500]
#Exogeous variables
exo = df[['Open']]
exo = np.array(exo, dtype='float32')
exo = exo[:2500, :]
model = VAR(data, exog=exo)
x = np.array(df['Date'])
model.index = x[:2500]
result = model.fit()
arr = np.array(df['Mean'])
#test data
N = 200
ap = arr[-N:]
z = exo[-N:, :]
a2 = result.forecast(model.endog, N, z)
act = a2[:, 1:]
#VAR model call
print("VAR")
plt.plot(act, color='cyan', label='predicted')
plt.plot(ap, label='actual')
c = 0
