Test and Detection of Explosive Behaviors for Time Series

ADF_FL | Augmented Dickey-Fuller Statistic |

ADF_IC | Augmented Dickey-Fuller Statistic by AIC or BIC |

badf | Backward Augmented Dickey-Fuller Sequence. |

bsadf | Critical values for backward SADF statistic sequence. |

DGP | Random walk. |

gsadf | Critical values for generalized sup ADF statistic sequence. |

sadf | Critical values for sup ADF statistic sequence. |

sadf_gsadf | Sup ADF and generalized sup ADF statistics for a time series. |

sp_data | S&P 500 data. |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.