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