autoplot.radf_distr

Takes a <code>radf_distr</code> object and returns a ggplot2 object.

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>.

Kostas Vasilopoulos

exuber

Econometric Analysis of Explosive Time Series

Efthymios Pavlidis

Enrique Martínez-García

Simon Spavound

autoplot.radf_distr function

<dl><dt>object</dt>
<dd>An object of class <code>radf_distr</code>.</dd>
<dt>...</dt>
<dd>Further arguments passed to methods, used only in <code>wb_distr</code> facet options.</dd></dl>

Arguments

Plotting a radf_distr object — autoplot.radf_distr

<dl>

<dt>object</dt>
<dd>An object of class <code>radf_distr</code>.</dd>


<dt>...</dt>
<dd>Further arguments passed to methods, used only in <code>wb_distr</code> facet options.</dd>

</dl>

autoplot.radf_distr: Plotting a `radf_distr` object

Description

Usage

Value

Arguments