Man pages for MultipleBubbles
Test and Detection of Explosive Behaviors for Time Series

ADF_FLAugmented Dickey-Fuller Statistic
ADF_ICAugmented Dickey-Fuller Statistic by AIC or BIC
badfBackward Augmented Dickey-Fuller Sequence.
bsadfCritical values for backward SADF statistic sequence.
DGPRandom walk.
gsadfCritical values for generalized sup ADF statistic sequence.
sadfCritical values for sup ADF statistic sequence.
sadf_gsadfSup ADF and generalized sup ADF statistics for a time series.
sp_dataS&P 500 data.
MultipleBubbles documentation built on May 2, 2019, 12:34 p.m.