diagnostics

An object of class <code><a rd-options="=radf" href="/link/radf()?package=exuber&version=0.3.0&to=%3Dradf" data-mini-rdoc="=radf::radf()">radf()</a></code>.

object

An object of class "cv". The output of <code><a rd-options="=mc_cv" href="/link/mc_cv()?package=exuber&version=0.3.0&to=%3Dmc_cv" data-mini-rdoc="=mc_cv::mc_cv()">mc_cv()</a></code>,
<code><a rd-options="=wb_cv" href="/link/wb_cv()?package=exuber&version=0.3.0&to=%3Dwb_cv" data-mini-rdoc="=wb_cv::wb_cv()">wb_cv()</a></code> or <code><a rd-options="=sb_cv" href="/link/sb_cv()?package=exuber&version=0.3.0&to=%3Dsb_cv" data-mini-rdoc="=sb_cv::sb_cv()">sb_cv()</a></code>

Whether to apply the "gsadf" or "sadf" methodology. Default is
"gsadf".

option

Finds the series that reject the null for at the 5% significance level.

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.

Kostas Vasilopoulos

exuber

Econometric Analysis of Explosive Time Series

Efthymios Pavlidis

Simon Spavound

Enrique Martínez-García

diagnostics function

An object of class <code><a rd-options='=radf' href='radf()'>radf()</a></code>.

An object of class "cv". The output of <code><a rd-options='=mc_cv' href='mc_cv()'>mc_cv()</a></code>,
<code><a rd-options='=wb_cv' href='wb_cv()'>wb_cv()</a></code> or <code><a rd-options='=sb_cv' href='sb_cv()'>sb_cv()</a></code>

diagnostics: Diagnostics

Description

Usage

Arguments

Value

Details