MarkovRegression.predict()

statsmodels.tsa.regime_switching.markov_regression.MarkovRegression.predict

MarkovRegression.predict(params, start=None, end=None, probabilities=None, conditional=False)

In-sample prediction and out-of-sample forecasting

Parameters:

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 zero