Returns<-logreturns(Prices) # Getting a stationary process
Returns<-Returns*10 # Scaling the values
hmm<-hmmsetcont(Returns) # Creating a HMM object
for(i in 1:6){hmm<-baumwelchcont(hmm)} # Baum-Welch is
# executed 6 times and results are accumulated
hmmcomplete<-viterbicont(hmm) # Viterbi execution
par(mfrow=c(2,1))
plot(hmmcomplete, Prices, ylabel="Price")
plot(hmmcomplete, ylabel="Returns") # the revealed
# Markov chain and the observations are plotted
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