Dynamic Factor Models MQ: forecast with probabilities

[vks2]

Hi Chad, hello all fans of statsmodels
Just a quick question from 3-years user of your models
can we make some kind of probability with the prediction?
I mean, we return prediction_mean to end users
then that figures, say GDP forecast, are transformed to some labels, for example strong growth, weak growth, etc.
may we merge that labels with some probabilities with dynamic factor mq possibilities - I mean strong growth with prob 10%, weak growth with prob 20%
how would you deal with such a problem.
thanks much