summary method for radf models that consist of radf_obj and radf_cv.
# S3 method for radf_obj
summary(object, cv = NULL, ...)An object of class radf_obj. The output of radf().
An object of class radf_cv. The output of radf_mc_cv(),
radf_wb_cv() or radf_sb_cv().
Further arguments passed to methods. Not used.
Returns a list of summary statistics, which include the estimated ADF, SADF, and GSADF test statistics and the corresponding critical values
# \donttest{
# Simulate bubble processes, compute the test statistics and critical values
rsim_data <- radf(sim_data)
# Summary, diagnostics and datestamp (default)
summary(rsim_data)
#> Using `radf_crit` for `cv`.
#>
#> ── Summary (minw = 19, lag = 0) ─────────────────── Monte Carlo (nrep = 2000) ──
#>
#> psy1 :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -2.46 -0.413 -0.0812 0.652
#> 2 sadf 1.95 0.988 1.29 1.92
#> 3 gsadf 5.19 1.71 1.97 2.57
#>
#> psy2 :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -2.86 -0.413 -0.0812 0.652
#> 2 sadf 7.88 0.988 1.29 1.92
#> 3 gsadf 7.88 1.71 1.97 2.57
#>
#> evans :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -5.83 -0.413 -0.0812 0.652
#> 2 sadf 5.28 0.988 1.29 1.92
#> 3 gsadf 5.99 1.71 1.97 2.57
#>
#> div :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -1.95 -0.413 -0.0812 0.652
#> 2 sadf 1.11 0.988 1.29 1.92
#> 3 gsadf 1.34 1.71 1.97 2.57
#>
#> blan :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -5.15 -0.413 -0.0812 0.652
#> 2 sadf 3.93 0.988 1.29 1.92
#> 3 gsadf 11.0 1.71 1.97 2.57
#>
#Summary, diagnostics and datestamp (wild bootstrap critical values)
wb <- radf_wb_cv(sim_data)
summary(rsim_data, cv = wb)
#>
#> ── Summary (minw = 19, lag = 0) ──────────────── Wild Bootstrap (nboot = 500) ──
#>
#> psy1 :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -2.46 -0.539 -0.369 0.0285
#> 2 sadf 1.95 1.42 1.97 2.69
#> 3 gsadf 5.19 2.72 3.20 4.49
#>
#> psy2 :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -2.86 -0.638 -0.479 -0.261
#> 2 sadf 7.88 2.94 3.59 5.35
#> 3 gsadf 7.88 3.84 5.04 7.22
#>
#> evans :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -5.83 -0.589 -0.373 -0.0745
#> 2 sadf 5.28 5.22 7.08 13.2
#> 3 gsadf 5.99 8.37 9.85 14.9
#>
#> div :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -1.95 -0.364 0.167 0.772
#> 2 sadf 1.11 0.928 1.22 1.93
#> 3 gsadf 1.34 1.72 2.03 2.45
#>
#> blan :
#> # A tibble: 3 × 5
#> stat tstat `90` `95` `99`
#> <fct> <dbl> <dbl> <dbl> <dbl>
#> 1 adf -5.15 -0.221 -0.0883 0.470
#> 2 sadf 3.93 3.12 3.89 6.49
#> 3 gsadf 11.0 6.40 7.67 10.1
#>
# }