Econometric Analysis of Explosive Time Series
Plotting a ds_radf object
Plotting a radf_distr object
Plotting radf models
Create a complete ggplot appropriate to a particular data type
Calculate p-values
Date-stamping periods of mildly explosive behavior
Diagnostics on hypothesis testing
Defunct functions in package exuber.
Deprecated functions in package exuber.
exuber: Econometric Analysis of Explosive Time Series
Retrieve/Replace the index
Install exuberdata Package
Pipe operator
Helper function to find tb from the Phillips and Shi (2020)
Helper functions in accordance to PSY(2015)
Recursive Augmented Dickey-Fuller Test
Monte Carlo Critical Values
Panel Sieve Bootstrap Critical Values
Wild Bootstrap Critical Values
Wild Bootstrap Critical Values
Objects exported from other packages
Exuber scale and theme functions
Retrieve/Replace series names
Simulation of a Blanchard (1979) bubble process
Simulation of dividends
Simulation of an Evans (1991) bubble process
Simulation of a single-bubble process with multiple forms of collapse ...
Simulation of a single-bubble process
Simulation of a two-bubble process
Summarizing radf models
Tidy a ds_radf object
Tidy a radf_cv object
Tidy a radf_distr object
Tidy a radf_obj object
Tidy into a joint model
Tidy into a joint model
Testing for and dating periods of explosive dynamics (exuberance) in time series using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) <doi:10.1111/iere.12132> and Pavlidis et al. (2016) <doi:10.1007/s11146-015-9531-2>.The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix inversion which results in significant speed improvements. Simulation of a variety of periodically-collapsing bubble processes. Details can be found in Vasilopoulos et al. (2022) <doi:10.18637/jss.v103.i10>.
Useful links