statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.predict_conditional¶

MarkovRegression.predict_conditional(params)[source]¶

In-sample prediction, conditional on the current regime

Parameters:¶

params : array_like¶

Array of parameters at which to perform prediction.

Returns:¶

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

Return type:¶

array_like