Package

exuber exuber-package

exuber: Econometric Analysis of Explosive Time Series

install_exuberdata()

Install exuberdata Package

Recursive Augmented Dickey Fuller

Estimation & Critical Values

radf()

Recursive Augmented Dickey-Fuller Test

radf_mc_cv() radf_mc_distr()

Monte Carlo Critical Values

radf_wb_cv() radf_wb_distr()

Wild Bootstrap Critical Values

radf_wb_cv2() radf_wb_distr2()

Wild Bootstrap Critical Values

radf_sb_cv() radf_sb_distr()

Panel Sieve Bootstrap Critical Values

radf_crit

Stored Monte Carlo Critical Values

Analysis

summary(<radf_obj>)

Summarizing radf models

diagnostics()

Diagnostics on hypothesis testing

datestamp()

Date-stamping periods of mildly explosive behavior

Tidying

tidy(<radf_obj>) augment(<radf_obj>)

Tidy a radf_obj object

tidy(<radf_cv>) augment(<radf_cv>)

Tidy a radf_cv object

tidy(<radf_distr>)

Tidy a radf_distr object

tidy(<ds_radf>)

Tidy a ds_radf object

Plotting

autoplot(<radf_obj>) autoplot2(<radf_obj>) shade()

Plotting radf models

autoplot(<radf_distr>)

Plotting a radf_distr object

autoplot(<ds_radf>)

Plotting a ds_radf object

scale_exuber_manual() theme_exuber()

Exuber scale and theme functions

Simulation

sim_psy1()

Simulation of a single-bubble process

sim_psy2()

Simulation of a two-bubble process

sim_ps1()

Simulation of a single-bubble process with multiple forms of collapse regime

sim_blan()

Simulation of a Blanchard (1979) bubble process

sim_evans()

Simulation of an Evans (1991) bubble process

sim_div()

Simulation of dividends

Helpers

psy_minw() psy_ds()

Helper functions in accordance to PSY(2015)

index() `index<-`()

Retrieve/Replace the index

series_names() `series_names<-`()

Retrieve/Replace series names

ps_tb()

Helper function to find tb from the Phillips and Shi (2020)

Extra tidying methods

tidy_join() augment_join()

Tidy into a joint model

tidy_join(<radf_obj>) augment_join(<radf_obj>)

Tidy into a joint model