MarkovAutoRegression Forecasting Out-of-Sample, forecast() and get_forecast()

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Assessment

Difficulty
4/5
Estimated time
3-5 days
Newbie friendliness
35/100
Issue type
Documentation
Clarity
Needs clarification
Activity status
Stale
Tech stack
python
Domain
data

Research direction

Start by reviewing the tsa.statespace documentation for MarkovRegression and MarkovAutoRegression, focusing on the forecast() and get_forecast() behavior. Determine whether out-of-sample or one-step-ahead forecasting is supported, then document the actual behavior and add an example if appropriate. Done means the documentation clearly explains the available forecasting workflow.

Written by the indexing model from the issue text.

Description

To whom it may concern, if there is not away to forecast future values using the MarkovRegression and MarkovAutoRegression forecast class, can some one edited the tsa.statespace documentation to reflect this reality?
If an out of sample forecast can be produce such as one-step ahead, can an example be added to the documentation to suggest how one would go about doing so?
Thanks so much

Dominant language
Python
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