statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.predict_conditional¶

MarkovRegression.predict_conditional(params)[ソース]¶

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