Test and Detection of Explosive Behaviors for Time Series
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Documentation for package ‘MultipleBubbles’ version 0.2.0
Help Pages
| ADF_FL | Augmented Dickey-Fuller Statistic |
| ADF_IC | Augmented Dickey-Fuller Statistic by AIC or BIC |
| badf | Backward Augmented Dickey-Fuller Sequence. |
| bsadf | Critical values for backward SADF statistic sequence. |
| DGP | Random walk. |
| gsadf | Critical values for generalized sup ADF statistic sequence. |
| sadf | Critical values for sup ADF statistic sequence. |
| sadf_gsadf | Sup ADF and generalized sup ADF statistics for a time series. |
| sp_data | S&P 500 data. |