exuber {exuber} | R Documentation |
exuber: Econometric Analysis of Explosive Time Series
Description
Testing for and dating periods of explosive dynamics (exuberance) in time series using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) doi:10.1111/iere.12132 and Pavlidis et al. (2016) doi:10.1007/s11146-015-9531-2.The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix inversion which results in significant speed improvements. Simulation of a variety of periodically-collapsing bubble processes. Details can be found in Vasilopoulos et al. (2022) doi:10.18637/jss.v103.i10.
Package options
exuber.show_progress
Should lengthy operations such as
radf_mc_cv()
show a progress bar? Default: TRUE
exuber.parallel
Should lengthy operations use parallel computation? Default: TRUE
exuber.ncores
How many cores to use for parallel computation. Default: system cores - 1
exuber.global_seed
When chosen automatically feeds into all functions with random-number generation. Default: NA
Author(s)
Maintainer: Kostas Vasilopoulos k.vasilopoulo@gmail.com
Authors:
Efthymios Pavlidis e.pavlidis@lancaster.ac.uk
Enrique Martínez-García emg.economics@gmail.com
Simon Spavound simon.spavound@googlemail.com
See Also
Useful links:
Report bugs at https://github.com/kvasilopoulos/exuber/issues