tidy_join.radf_obj

augment_join.radf_obj

Tidy or augment and then join objects of class <code>radf_obj</code> and <code>radf_cv</code>. The
object of reference is the <code>radf_cv</code>. For example, if panel critical values
are provided the function will return the panel test statistic.

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

tidy_join.radf_obj function

<dl><dt>x</dt>
<dd>An object of class <code>radf_obj</code>.</dd>
<dt>y</dt>
<dd>An object of class <code>radf_cv</code>. The output will depend on the type of
critical value.</dd>
<dt>...</dt>
<dd>Further arguments passed to methods. Not used.</dd>
<dt>trunc</dt>
<dd>Whether to remove the period of the minimum window from the plot (default = TRUE).</dd></dl>

Arguments

Tidy into a joint model — tidy_join.radf_obj

<dl>

<dt>x</dt>
<dd>An object of class <code>radf_obj</code>.</dd>


<dt>y</dt>
<dd>An object of class <code>radf_cv</code>. The output will depend on the type of
critical value.</dd>


<dt>...</dt>
<dd>Further arguments passed to methods. Not used.</dd>


<dt>trunc</dt>
<dd>Whether to remove the period of the minimum window from the plot (default = TRUE).</dd>

</dl>

tidy_join.radf_obj: Tidy into a joint model

Description

Usage

Arguments

Details