'Plot the forecast.
Parameters
steps : int
Prediction horizon.
alpha : float, 0 < `alpha` < 1
The confidence level.
plot_conf_int : bool, default: True
If True, plot bounds of confidence intervals.
n_last_obs : int or None, default: None
If int, restrict plotted history to n_last_obs observations.
If None, include the whole history in the plot.'

def plot_forecast(self, steps, alpha=0.05, plot_conf_int=True, n_last_obs=None):

    (mid, lower, upper) = self.predict(steps, alpha=alpha)
    y = self.y_all.T
    y = (y[self.k_ar:] if (n_last_obs is None) else y[(- n_last_obs):])
    plot.plot_var_forc(y, mid, lower, upper, names=self.names, plot_stderr=plot_conf_int, legend_options={'loc': 'lower    left'})
