Identification of Bull and Bear States of the Market


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Documentation for package ‘bbdetection’ version 1.0

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bb.dating.states Prints out the dating of bull-bear states
bb.plot Plots the log of prices and highlight bear states
bb.summary.stat Prints out the summary statistics of bull-bear states
djiad Daily data the Dow Jones Industrial Average index
djiam Monthly data on the Dow Jones Industrial Average index
run_dating_alg Runs the dating algorithm to identify Bull and Bear states
run_filtering_alg Runs the filtering algorithm to identify Bull and Bear states
setpar_dating_alg Sets the paramters of the dating algorithm
setpar_filtering_alg Sets the paramters of the filtering algorithm
sp500d Daily data the S&P 500 index
sp500m Monthly data on the S&P 500 index