code: def test_hamilton_filter_shape_checks(self):
      k_regimes = 3
      nobs = 8
      order = 3
  
      initial_probabilities = np.ones(k_regimes) / k_regimes
      regime_transition = (
          np.ones((k_regimes, k_regimes, nobs)) / k_regimes
      )
      conditional_loglikelihoods = np.ones(
          order * (k_regimes,) + (nobs,)
      )
  
      with assert_raises(ValueError):
          markov_switching.cy_hamilton_filter_log(
              initial_probabilities,
              regime_transition,
              conditional_loglikelihoods,
              model_order=order,
          )
  
imports: import os
  import warnings
  import numpy
  from numpy.testing import assert_allclose, assert_raises
  import pandas
  import pytest
  from statsmodels.tsa.regime_switching import markov_switching, markov_regression
label_desc: Use image node_id 6 for calling the TestFedFundsConstShort obj's underlying member method code with example usage: obj.test_hamilton_filter_shape_checks() without return types