plot_predict fails to pass alpha to conf_int #9693
Description
Describe the bug
statsmodels.graphics.tsaplots.plot_predict seems to not pass parameter alpha to pred.conf_int successfully, conf_int always uses default value alpha = .05.
Code Sample, a copy-pastable example if possible
import statsmodels.tsa.statespace.sarimax as stss
import statsmodels.graphics.tsaplots as sgt
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
data = pd.DataFrame(np.random.random_integers(10,size = (100,1)))
model = stss.SARIMAX(data,order = (1,0,1))
result = model.fit()
fig, ax = plt.subplots()
sgt.plot_predict(result,len(data),len(data)+5,ax=ax)
plt.show()
plt.close()
fig, ax = plt.subplots()
sgt.plot_predict(result,len(data),len(data)+5,ax=ax,alpha = .32)
plt.show()
plt.close()
# Note that the output of both plots in the code snippet is the same, irregardless of different argument `alpha`.
Details
I have added a print to plot_predict and conf_int to verify the described behaviour is indeed what happens.
Replacing plain argument alpha with alpha = alpha when calling conf_int in plot_predict seems to alleviate the issue.
If the issue has not been resolved, please file it in the issue tracker.
Expected Output
Alpha is passed from plot_predict to conf_int.
Output of import statsmodels.api as sm; sm.show_versions()
Details
INSTALLED VERSIONS
Python: 3.13.7.final.0
OS: Linux 6.12.48-1-MANJARO #1 SMP PREEMPT_DYNAMIC Fri, 19 Sep 2025 16:11:04 +0000 x86_64
byteorder: little
LC_ALL: None
LANG: cs_CZ.UTF-8
statsmodels
Installed: 0.14.5 (/home/petr/PycharmProjects/StockPrediction/.venv/lib/python3.13/site-packages/statsmodels)
Required Dependencies
cython: Not installed
numpy: 2.3.3 (/home/petr/PycharmProjects/StockPrediction/.venv/lib/python3.13/site-packages/numpy)
scipy: 1.16.2 (/home/petr/PycharmProjects/StockPrediction/.venv/lib/python3.13/site-packages/scipy)
pandas: 2.3.2 (/home/petr/PycharmProjects/StockPrediction/.venv/lib/python3.13/site-packages/pandas)
dateutil: 2.9.0.post0 (/home/petr/PycharmProjects/StockPrediction/.venv/lib/python3.13/site-packages/dateutil)
patsy: 1.0.2 (/home/petr/PycharmProjects/StockPrediction/.venv/lib/python3.13/site-packages/patsy)
Optional Dependencies
matplotlib: 3.10.6 (/home/petr/PycharmProjects/StockPrediction/.venv/lib/python3.13/site-packages/matplotlib)
Backend tkagg is interactive backend. Turning interactive mode on.
backend: tkagg
cvxopt: Not installed
joblib: Not installed
Developer Tools
IPython: Not installed
jinja2: 3.1.6 (/home/petr/PycharmProjects/StockPrediction/.venv/lib/python3.13/site-packages/jinja2)
sphinx: Not installed
pygments: Not installed
pytest: Not installed
virtualenv: Not installed