Test and Detection of Explosive Behaviors for Time Series

Provides the Augmented Dickey-Fuller test and its variations to check the existence of bubbles (explosive behavior) for time series, based on the article by Peter C. B. Phillips, Shuping Shi and Jun Yu (2015a) . Some functions may take a while depending on the size of the data used, or the number of Monte Carlo replications applied.


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Reference manual

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install.packages("MultipleBubbles")

0.2.0 by Pedro Araujo, a year ago


Browse source code at https://github.com/cran/MultipleBubbles


Authors: Pedro Araujo <[email protected]> Gustavo Lacerda <[email protected]> Peter C.B. Phillips <[email protected]> Shu-Ping Shi <[email protected]>


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports MASS, foreach, stats


See at CRAN