Package: MultipleBubbles
Version: 0.2.0
Date: 2018-07-30
Title: Test and Detection of Explosive Behaviors for Time Series
Author: Pedro Araujo <pharaujo1094@gmail.com> Gustavo Lacerda
        <gustavolacerdas@gmail.com> Peter C.B. Phillips
        <peter.phillips@yale.edu> Shu-Ping Shi <shuping.shi@mq.edu.au>
Maintainer: Pedro Araujo <pharaujo1094@gmail.com>
Description: 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.
License: GPL (>= 2)
Imports: MASS (>= 7.3), foreach (>= 1.4.4), stats
LazyData: TRUE
RoxygenNote: 6.1.0
NeedsCompilation: no
Packaged: 2026-07-16 05:53:39 UTC; root
Repository: https://pedroharaujo.r-universe.dev
Date/Publication: 2018-07-30 19:20:03 UTC
RemoteUrl: https://github.com/cran/MultipleBubbles
RemoteRef: HEAD
RemoteSha: 829af7bfb7052044d66cd9ca23ef5d8548653ee2