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r / packages / r-multiplebubbles 0.2.0

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) <doi:10.1111/iere.12131>. Some functions may take a while depending on the size of the data used, or the number of Monte Carlo replications applied.

Installers

  • noarch v0.2.0

conda install

To install this package run one of the following:
conda install r::r-multiplebubbles

Description


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