Package: MultipleBubbles 0.2.0

MultipleBubbles: Test and Detection of Explosive Behaviors for Time Series

Provides the Augmented Dickey-Fuller test and its variations to check the existence of bubbles (explosive behavior) for time series, based on the article by Peter C. B. Phillips, Shuping Shi and Jun Yu (2015a) <doi:10.1111/iere.12131>. Some functions may take a while depending on the size of the data used, or the number of Monte Carlo replications applied.

Authors:Pedro Araujo <[email protected]> Gustavo Lacerda <[email protected]> Peter C.B. Phillips <[email protected]> Shu-Ping Shi <[email protected]>

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MultipleBubbles.pdf |MultipleBubbles.html
MultipleBubbles/json (API)

# Install 'MultipleBubbles' in R:
install.packages('MultipleBubbles', repos = c('https://pedroharaujo.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.70 score 5 stars 10 scripts 243 downloads 8 exports 4 dependencies

Last updated 7 years agofrom:829af7bfb7. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 20 2025
R-4.5-winOKMar 20 2025
R-4.5-macOKMar 20 2025
R-4.5-linuxOKMar 20 2025
R-4.4-winOKMar 20 2025
R-4.4-macOKMar 20 2025
R-4.4-linuxOKMar 20 2025
R-4.3-winOKMar 20 2025
R-4.3-macOKMar 20 2025

Exports:ADF_FLADF_ICbadfbsadfDGPgsadfsadfsadf_gsadf

Dependencies:codetoolsforeachiteratorsMASS