Package |
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exuber: Econometric Analysis of Explosive Time Series |
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Install |
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Recursive Augmented Dickey FullerEstimation & Critical Values |
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Recursive Augmented Dickey-Fuller Test |
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Monte Carlo Critical Values |
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Wild Bootstrap Critical Values |
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Wild Bootstrap Critical Values |
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Panel Sieve Bootstrap Critical Values |
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Stored Monte Carlo Critical Values |
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Analysis |
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Summarizing |
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Diagnostics on hypothesis testing |
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Date-stamping periods of mildly explosive behavior |
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Tidying |
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Tidy a |
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Tidy a |
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Tidy a |
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Tidy a |
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Plotting |
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Plotting |
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Plotting a |
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Plotting a |
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Exuber scale and theme functions |
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Simulation |
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Simulation of a single-bubble process |
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Simulation of a two-bubble process |
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Simulation of a single-bubble process with multiple forms of collapse regime |
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Simulation of a Blanchard (1979) bubble process |
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Simulation of an Evans (1991) bubble process |
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Simulation of dividends |
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Helpers |
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Helper functions in accordance to PSY(2015) |
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Retrieve/Replace the index |
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Retrieve/Replace series names |
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Helper function to find |
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Extra tidying methods |
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Tidy into a joint model |
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Tidy into a joint model |