def plot_predict(self, h=5, past_values=20, intervals=True, oos_data=None, **kwargs):        
        """ Makes forecast with the estimated model

        Parameters
        ----------
        h : int (default : 5)
            How many steps ahead would you like to forecast?

        past_values : int (default : 20)
            How many past observations to show on the forecast graph?

        intervals : Boolean
            Would you like to show 95% prediction intervals for the forecast?

        oos_data : pd.DataFrame
            Data for the variables to be used out of sample (ys can be NaNs)

        Returns
        ----------
        - Plot of the forecast
        """
        import matplotlib.pyplot as plt
        import seaborn as sns

        figsize = kwargs.get('figsize',(10,7))
        nsims = kwargs.get('nsims', 200)

        if self.latent_variables.estimated is False:
            raise Exception("No latent variables estimated!")
        else:

            _, X_oos = dmatrices(self.formula, oos_data)
            X_oos = np.array([X_oos])[0]
            full_X = self.X.copy()
            full_X = np.append(full_X,X_oos,axis=0)
            Z = full_X
            date_index = self.shift_dates(h)

            # Retrieve data, dates and (transformed) latent variables   
            if self.latent_variables.estimation_method in ['M-H']:
                lower_final = 0
                upper_final = 0
                plot_values_final = 0
                plot_index = date_index[-h-past_values:]

                for i in range(nsims):

                    t_params = self.draw_latent_variables(nsims=1).T[0]
                    a, P = self._forecast_model(t_params, Z, h)

                    smoothed_series = np.zeros(self.y.shape[0]+h)
                    series_variance = np.zeros(self.y.shape[0]+h)

                    for t in range(self.y.shape[0]+h):
                        smoothed_series[t] = np.dot(Z[t],a[:,t])
                        series_variance[t] = np.dot(np.dot(Z[t],P[:,:,t]),Z[t].T)

                    plot_values = smoothed_series[-h-past_values:]
                    lower = smoothed_series[-h:] - 1.96*np.power(P[0][0][-h:] + self.latent_variables.z_list[0].prior.transform(t_params[0]),0.5)
                    upper = smoothed_series[-h:] + 1.96*np.power(P[0][0][-h:] + self.latent_variables.z_list[0].prior.transform(t_params[0]),0.5)
                    lower_final += np.append(plot_values[-h-1], lower)
                    upper_final += np.append(plot_values[-h-1], upper)
                    plot_values_final += plot_values

                plot_values_final = plot_values_final / nsims
                lower_final = lower_final / nsims
                upper_final = upper_final / nsims

                plt.figure(figsize=figsize)
                if intervals == True:
                    plt.fill_between(date_index[-h-1:], lower_final, upper_final, alpha=0.2)            

                plt.plot(plot_index, plot_values_final)
                plt.title("Forecast for " + self.data_name)
                plt.xlabel("Time")
                plt.ylabel(self.data_name)
                plt.show()
            else:
                a, P = self._forecast_model(self.latent_variables.get_z_values(), h)
                plot_values = a[0][-h-past_values:]
                forecasted_values = a[0][-h:]

                smoothed_series = np.zeros(self.y.shape[0]+h)
                series_variance = np.zeros(self.y.shape[0]+h)

                for t in range(self.y.shape[0]+h):
                    smoothed_series[t] = np.dot(Z[t],a[:,t])
                    series_variance[t] = np.dot(np.dot(Z[t],P[:,:,t]),Z[t].T)

                lower = forecasted_values - 1.96*np.power(P[0][0][-h:] + self.latent_variables.z_list[0].prior.transform(self.latent_variables.get_z_values()[0]),0.5)
                upper = forecasted_values + 1.96*np.power(P[0][0][-h:] + self.latent_variables.z_list[0].prior.transform(self.latent_variables.get_z_values()[0]),0.5)
                lower = np.append(plot_values[-h-1],lower)
                upper = np.append(plot_values[-h-1],upper)

                plot_index = date_index[-h-past_values:]

                plt.figure(figsize=figsize)
                if intervals == True:
                    plt.fill_between(date_index[-h-1:], lower, upper, alpha=0.2)            

                plt.plot(plot_index,plot_values)
                plt.title("Forecast for " + self.data_name)
                plt.xlabel("Time")
                plt.ylabel(self.data_name)
                plt.show()
Makes forecast with the estimated model

        Parameters
        ----------
        h : int (default : 5)
            How many steps ahead would you like to forecast?

        past_values : int (default : 20)
            How many past observations to show on the forecast graph?

        intervals : Boolean
            Would you like to show 95% prediction intervals for the forecast?

        oos_data : pd.DataFrame
            Data for the variables to be used out of sample (ys can be NaNs)

        Returns
        ----------
        - Plot of the forecast