Econometric Analysis of Explosive Time Series


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Documentation for package ‘exuber’ version 0.2.1

Help Pages

autoplot.datestamp Plotting with ggplot2 and tidying with tibble datestamp objects
autoplot.radf Plotting with ggplot2 and tidying with tibble radf objects
col_names Retrieve/Set column names
col_names<- Retrieve/Set column names
crit Simulated Monte Carlo critical values
datestamp Date stamping periods of mildly explosive behaviour
diagnostics Diagnostics
fortify.datestamp Plotting with ggplot2 and tidying with tibble datestamp objects
fortify.radf Plotting with ggplot2 and tidying with tibble radf objects
ggarrange Plotting with ggplot2 and tidying with tibble radf objects
index.data.frame Retrieve/Replace the Index
index.datestamp Retrieve/Replace the Index
index.radf Retrieve/Replace the Index
index<-.radf Retrieve/Replace the Index
mc_cv Monte Carlo Critical Values
radf Recursive Augmented Dickey-Fuller Test
sb_cv Panel Sieve Bootstrap Critical Values
sim_blan Simulation of a Blanchard (1979) bubble process
sim_dgp1 Simulation of a single-bubble process
sim_dgp2 Simulation of a two-bubble process
sim_div Simulation of dividends
sim_evans Simulation of an Evans (1991) bubble process
summary Summarizing radf Models
summary.radf Summarizing radf Models
wb_cv Wild Bootstrap Critical values