MarkovAutoregression.predict_conditional()
statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.predict_conditional
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MarkovAutoregression.predict_conditional(params)
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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_like
Array of predictions conditional on current, and possibly past, regimes
© 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