Among all their sensations, agents need to distinguish between those caused by themselves and those caused by external causes. The ability to infer agency is particularly challenging under conditions of uncertainty. Within the predictive processing framework, this should happen through active control of prediction error that closes the action-perception loop. Here we use a novel, temporally-sensitive, behavioural proxy for prediction error to show that it is minimised most quickly when volatility is high and when participants report agency, regardless of the (...) accuracy of the judgement. We demonstrate broad effects of uncertainty on accuracy of agency judgements, movement, policy selection, and hypothesis switching. Measuring autism traits, we find differences in policy selection, sensitivity to uncertainty and hypothesis switching despite no difference in overall accuracy. (shrink)