statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.predict_conditional

MarkovAutoregression.predict_conditional(params)[source]

In-sample prediction, conditional on the current and previous regime

Parameters:
paramsarray_like

Array of parameters at which to create predictions.

Returns:
predictarray_like

Array of predictions conditional on current, and possibly past, regimes


Last update: Jun 14, 2024