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:	params (array_like) – Array of parameters at which to create predictions.
Returns:	predict – Array of predictions conditional on current, and possibly past, regimes
Return type:	array_like