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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_like

Array of predictions conditional on current, and possibly past, regimes

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