library(depmixS4)
library(TTR)
library(ggplot2)
library(reshape2)
data1 = read.csv("EURJPY.m144011.csv", header=T)
data1=as.matrix(data1)
data.ts=ts(data1)
deret <- 100*logret(data.ts, demean = TRUE)
mod <- depmix(logret ~ 1, family = gaussian(), nstates = 4, data = deret)
set.seed(1)
fm2 <- fit(mod, verbose = FALSE)