statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.predict_conditional

MarkovRegression.predict_conditional(params)[source]

In-sample prediction, conditional on the current regime

Parameters:
paramsarray_like

Array of parameters at which to perform prediction.

Returns:
predictarray_like

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


Last update: Mar 18, 2024