MarkovRegression.predict_conditional()

statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.predict_conditional

MarkovRegression.predict_conditional(params) [source]

In-sample prediction, conditional on the current regime

Parameters:

Parameters:	params : array_like Array of parameters at which to perform prediction.
Returns:	predict : array_like Array of predictions conditional on current, and possibly past, regimes

params : array_like

Array of parameters at which to perform prediction.

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_regression.MarkovRegression.predict_conditional.html