dax_model_3t | R Documentation |
A pre-computed HMM on closing prices of the DAX from 2000 to 2022 with three hidden states and state-dependent t-distributions for demonstration purpose.
data("dax_model_3t")
An object of class fHMM_model
.
The model was estimated via:
controls <- list( states = 3, sdds = "t", data = list( file = dax, date_column = "Date", data_column = "Close", logreturns = TRUE, from = "2000-01-03", to = "2022-12-31" ), fit = list(runs = 200) ) controls <- set_controls(controls) dax_data <- prepare_data(controls) dax_model_3t <- fit_model(dax_data)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.