statsmodels.tsa.regime_switching.markov_autoregression.MarkovAutoregression
===========================================================================

.. currentmodule:: statsmodels.tsa.regime_switching.markov_autoregression

.. autoclass:: MarkovAutoregression

   

   
   .. rubric:: Methods

   .. autosummary::
      :toctree:
   
    
    
      ~MarkovAutoregression.filter
    
    
      ~MarkovAutoregression.fit
    
    
      ~MarkovAutoregression.from_formula
    
    
      ~MarkovAutoregression.hessian
    
    
      ~MarkovAutoregression.information
    
    
      ~MarkovAutoregression.initial_probabilities
    
    
      ~MarkovAutoregression.initialize
    
    
      ~MarkovAutoregression.initialize_known
    
    
      ~MarkovAutoregression.initialize_steady_state
    
    
      ~MarkovAutoregression.loglike
    
    
      ~MarkovAutoregression.loglikeobs
    
    
      ~MarkovAutoregression.predict
    
    
      ~MarkovAutoregression.predict_conditional
    
    
      ~MarkovAutoregression.regime_transition_matrix
    
    
      ~MarkovAutoregression.score
    
    
      ~MarkovAutoregression.score_obs
    
    
      ~MarkovAutoregression.smooth
    
    
      ~MarkovAutoregression.transform_params
    
    
      ~MarkovAutoregression.untransform_params
    
   
   

   
   
   .. rubric:: Attributes

   .. autosummary::
   
      ~MarkovAutoregression.endog_names
      ~MarkovAutoregression.exog_names
      ~MarkovAutoregression.k_params
      ~MarkovAutoregression.param_names
      ~MarkovAutoregression.start_params