Man pages for bbdetection
Identification of Bull and Bear States of the Market

bb.dating.statesPrints out the dating of bull-bear states
bb.plotPlots the log of prices and highlight bear states
bb.summary.statPrints out the summary statistics of bull-bear states
djiadDaily data the Dow Jones Industrial Average index
djiamMonthly data on the Dow Jones Industrial Average index
run_dating_algRuns the dating algorithm to identify Bull and Bear states
run_filtering_algRuns the filtering algorithm to identify Bull and Bear states
setpar_dating_algSets the paramters of the dating algorithm
setpar_filtering_algSets the paramters of the filtering algorithm
sp500dDaily data the S&P 500 index
sp500mMonthly data on the S&P 500 index
bbdetection documentation built on April 1, 2021, 5:06 p.m.