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MultipleBubbles  

Test and Detection of Explosive Behaviors for Time Series
View on CRAN: Click here


Download and install MultipleBubbles package within the R console
Install from CRAN:
install.packages("MultipleBubbles")

Install from Github:
library("remotes")
install_github("cran/MultipleBubbles")

Install by package version:
library("remotes")
install_version("MultipleBubbles", "0.2.0")



Attach the package and use:
library("MultipleBubbles")
Maintained by
Pedro Araujo
[Scholar Profile | Author Map]
First Published: 2018-01-29
Latest Update: 2018-07-30
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) . Some functions may take a while depending on the size of the data used, or the number of Monte Carlo replications applied.
How to cite:
Pedro Araujo (2018). MultipleBubbles: Test and Detection of Explosive Behaviors for Time Series. R package version 0.2.0, https://cran.r-project.org/web/packages/MultipleBubbles. Accessed 31 Mar. 2025.
Previous versions and publish date:
0.1.0 (2018-01-29 13:14)
Other packages that cited MultipleBubbles R package
View MultipleBubbles citation profile
Other R packages that MultipleBubbles depends, imports, suggests or enhances
Complete documentation for MultipleBubbles
Functions, R codes and Examples using the MultipleBubbles R package
Some associated functions: ADF_FL . ADF_IC . DGP . badf . bsadf . gsadf . sadf . sadf_gsadf . sp_data . 
Some associated R codes: ADF_FL.R . ADF_IC.R . BADF.R . BSADF.R . DGP.R . GSADF.R . SADF.R . SADF_GSADF.R . sp_data.R .  Full MultipleBubbles package functions and examples
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