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 |