In-sample prediction, conditional on the current and previous regime
params : array_like
Array of parameters at which to create predictions.
predict : array_like
Array of predictions conditional on current, and possibly past, regimes
statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.predict
statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression.regime_transition_matrix
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