unemp

The monthly unemployment rate in the USA from 1955 to 2022 on a daily
observation basis.

data

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

unemp function

A <code>data.frame</code> with 24806 rows and the following 3 columns:<ul>
<li><code>date</code>: The date.</li>
<li><code>rate</code>: The unemployment rate.</li>
<li><code>rate_diff</code>: The difference rate to previous month.</li>
</ul>

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unemp: Unemployment rate data USA

Description

Usage

Arguments

Format

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Description

Usage

Arguments

Format

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