bb.dating.states {bbdetection}

Prints out the dating of bull-bear states

Description

This function prints out (in console window) the dating of bull-bear states. The outcome of this function is a table in LaTeX format.

Usage

bb.dating.states(price, bull, dates)

Arguments

price

a numeric vector of price values

bull

a logical vector that contains the states of the market. This vector is returned by function run_dating_alg or run_filtering_alg.

dates

a vector of dates

Value

A data frame object that contains the dating of bull-bear states.

Examples

{
library(zoo)
library(xtable)
library(ggplot2)
sp500 <- sp500m # choose the monthly data
dates <- index(sp500) # retrieve dates
dates <- as.yearmon(dates) # convert dates to "yearmon" format if 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.dating.states(price, bull, dates)
}