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

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.predict_conditional.html