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. |
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Returns: | predict – Array of predictions conditional on current, and possibly past, regimes |
Return type: | array_like |
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© 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