code: def test_filter_output(self, **kwargs):
      res = self.result
  
      # Filtered
      assert_allclose(
          res.filtered_joint_probabilities,
          hamilton_ar2_short_filtered_joint_probabilities,
      )
  
      # Predicted
      desired = hamilton_ar2_short_predicted_joint_probabilities
      if desired.ndim > res.predicted_joint_probabilities.ndim:
          desired = desired.sum(axis=-2)
      assert_allclose(res.predicted_joint_probabilities, desired)
  
imports: import warnings
  import os
  import numpy
  from numpy.testing import assert_equal, assert_allclose
  import pandas
  import pytest
  from statsmodels.tools import add_constant
  from statsmodels.tsa.regime_switching import markov_autoregression
label_desc: Use image node_id 3 for calling the TestHamiltonAR2Short obj's underlying member method code with example usage: obj.test_filter_output() without return types