Description Usage Arguments References Examples

Calculate critical value sequences for the backward sup ADF statistic sequence using Monte Carlo simulations for a sample generated from a Normal distribution.

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`m` |
Number of Monte Carlo Simulations |

`t` |
Sample size. |

`adflag` |
is the lag order. |

`mflag` |
1 for ADF with constant and whithout trend, 2 for ADF with constant and trend and 3 for ADF without constant and trend.#' @keywords AugmentedDickey-FullerTest backwardSADF MonteCarlo. |

Phillips, P.C. & Shi, S. & Yu, J. (2015a). "Testing for Multiple Bubbles: Historical Episodes of Exuberance and Collapse in the S&P 500". *SSRN Electronic Journal*.

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