'another try for h-step ahead forecasting'

def forecast3(self, step_ahead=1, start=None):

    from .arima_process import arma2ma, ArmaProcess
    (p, q) = (self.nar, self.nma)
    k = 0
    ar = self.params[k:(k + p)]
    ma = self.params[(k + p):((k + p) + q)]
    marep = arma2ma(ar, ma, start)[(step_ahead + 1):]
    errors = self.error_estimate
    forecasts = np.convolve(errors, marep)
    return forecasts
