The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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.
| Version: | 0.2.0 |
| Imports: | MASS (≥ 7.3), foreach (≥ 1.4.4), stats |
| Published: | 2018-07-30 |
| DOI: | 10.32614/CRAN.package.MultipleBubbles |
| Author: | Pedro Araujo Gustavo Lacerda Peter C.B. Phillips Shu-Ping Shi |
| Maintainer: | Pedro Araujo <pharaujo1094 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | MultipleBubbles results |
| Reference manual: | MultipleBubbles.pdf |
| Package source: | MultipleBubbles_0.2.0.tar.gz |
| Windows binaries: | r-devel: MultipleBubbles_0.2.0.zip, r-release: MultipleBubbles_0.2.0.zip, r-oldrel: MultipleBubbles_0.2.0.zip |
| macOS binaries: | r-release (arm64): MultipleBubbles_0.2.0.tgz, r-oldrel (arm64): MultipleBubbles_0.2.0.tgz, r-release (x86_64): MultipleBubbles_0.2.0.tgz, r-oldrel (x86_64): MultipleBubbles_0.2.0.tgz |
| Old sources: | MultipleBubbles archive |
Please use the canonical form https://CRAN.R-project.org/package=MultipleBubbles to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.