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