Description Usage Arguments Value Examples
This function prints out (in console window) the summary statistics of bull-bear states. The outcome of this function is a table in LaTeX format.
1 | bb.summary.stat(price, bull)
|
price |
a numeric vector of price values |
bull |
a logical vector that contains the states of the market. This vector
is returned by function |
A data frame that contains the descriptive statistics.
1 2 3 4 5 6 7 8 9 10 | {
library(zoo)
library(xtable)
library(ggplot2)
sp500 <- sp500m # choose the monthly data
price <- as.vector(coredata(sp500)) # retrieve prices
setpar_dating_alg(4, 6, 4, 16, 20) # parameters for monthly data
bull <- run_dating_alg(price) # detect the states
bb.summary.stat(price, bull)
}
|
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