params : array
Parameters at which to form predictions
start : int, str, or datetime, optional
Zero-indexed observation number at which to start forecasting,
i.e., the first forecast is start. Can also be a date string to
parse or a datetime type. Default is the the zeroth observation.
end : int, str, or datetime, optional
Zero-indexed observation number at which to end forecasting, i.e.,
the last forecast is end. Can also be a date string to
parse or a datetime type. However, if the dates index does not
have a fixed frequency, end must be an integer index if you
want out of sample prediction. Default is the last observation in
the sample.
probabilities : string or array_like, optional
Specifies the weighting probabilities used in constructing the
prediction as a weighted average. If a string, can be ‘predicted’,
‘filtered’, or ‘smoothed’. Otherwise can be an array of
probabilities to use. Default is smoothed.
conditional: boolean or int, optional :
Whether or not to return predictions conditional on current or
past regimes. If False, returns a single vector of weighted
predictions. If True or 1, returns predictions conditional on the
current regime. For larger integers, returns predictions
conditional on the current regime and some number of past regimes.
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