Econometric Analysis of Explosive Time Series


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Documentation for package ‘exuber’ version 0.4.2

Help Pages

augment.radf_cv Tidy a 'radf_cv' object
augment.radf_obj Tidy a 'radf_obj' object
augment_join Tidy into a joint model
augment_join.radf_obj Tidy into a joint model
autoplot.ds_radf Plotting a 'ds_radf' object
autoplot.radf_distr Plotting a 'radf_distr' object
autoplot.radf_obj Plotting 'radf' models
calc_pvalue Calculate p-values from 'distr' object
datestamp Date-stamping periods of mildly explosive behavior
datestamp.radf_obj Date-stamping periods of mildly explosive behavior
diagnostics Diagnostics on hypothesis testing
diagnostics.radf_obj Diagnostics on hypothesis testing
index Retrieve/Replace the index
index-rd Retrieve/Replace the index
index<- Retrieve/Replace the index
install_exuberdata Install 'exuberdata' Package
psy_ds Helper functions in accordance to PSY(2015)
psy_minw Helper functions in accordance to PSY(2015)
radf Recursive Augmented Dickey-Fuller Test
radf_crit Stored Monte Carlo Critical Values
radf_mc_cv Monte Carlo Critical Values
radf_mc_distr Monte Carlo Critical Values
radf_sb_cv Panel Sieve Bootstrap Critical Values
radf_sb_distr Panel Sieve Bootstrap Critical Values
radf_wb_cv Wild Bootstrap Critical Values
radf_wb_distr Wild Bootstrap Critical Values
scale_exuber_manual Exuber scale and theme functions
series_names Retrieve/Replace series names
series_names<- Retrieve/Replace series names
series_names<-.radf_obj Retrieve/Replace series names
series_names<-.sb_cv Retrieve/Replace series names
series_names<-.wb_cv Retrieve/Replace series names
shade Plotting 'radf' models
sim_blan Simulation of a Blanchard (1979) bubble process
sim_data Simulated dataset
sim_data_wdate Simulated dataset
sim_div Simulation of dividends
sim_evans Simulation of an Evans (1991) bubble process
sim_ps1 Simulation of a single-bubble process with multiple forms of collapse regime
sim_psy1 Simulation of a single-bubble process
sim_psy2 Simulation of a two-bubble process
summary.radf_obj Summarizing 'radf' models
theme_exuber Exuber scale and theme functions
tidy.ds_radf Tidy a 'ds_radf' object
tidy.radf_cv Tidy a 'radf_cv' object
tidy.radf_distr Tidy a 'radf_distr' object
tidy.radf_obj Tidy a 'radf_obj' object
tidy_join Tidy into a joint model
tidy_join.radf_obj Tidy into a joint model