coef.fHMM_model

This function returns the estimated model coefficients and an <code>alpha</code>
confidence interval.

Fitting (hierarchical) hidden Markov models to financial data
via maximum likelihood estimation. See Oelschläger, L. and Adam, T.
"Detecting bearish and bullish markets in financial time series using
hierarchical hidden Markov models" (2021, Statistical Modelling)
<doi:10.1177/1471082X211034048> for a reference.

Lennart Oelschläger

fHMM

Fitting Hidden Markov Models to Financial Data

Timo Adam

Rouven Michels

coef.fHMM_model function

<dl><dt>object</dt>
<dd>An object of class <code>fHMM_model</code>.</dd>
<dt>alpha</dt>
<dd>A <code>numeric</code> between 0 and 1, the alpha level for the confidence interval.
By default, <code>alpha = 0.05</code>, which computes a 95% confidence interval.</dd>
<dt>digits</dt>
<dd>An <code>integer</code>, the number of significant digits to be used.
By default, <code>digits = 2</code>.</dd>
<dt>...</dt>
<dd>Ignored.</dd></dl>

Arguments

Model coefficients — coef.fHMM_model

<dl>

<dt>object</dt>
<dd>An object of class <code>fHMM_model</code>.</dd>


<dt>alpha</dt>
<dd>A <code>numeric</code> between 0 and 1, the alpha level for the confidence interval.
By default, <code>alpha = 0.05</code>, which computes a 95% confidence interval.</dd>


<dt>digits</dt>
<dd>An <code>integer</code>, the number of significant digits to be used.
By default, <code>digits = 2</code>.</dd>


<dt>...</dt>
<dd>Ignored.</dd>

</dl>

coef.fHMM_model: Model coefficients

Description

Usage

Value

Arguments