Description Usage Arguments References

Calculate the sup ADF and the generalized sup ADF statistics using the backward ADF statistic sequence and the backward SADF statistic sequence, respectively.

1 | ```
sadf_gsadf(y, adflag, mflag, IC, parallel = FALSE)
``` |

`y` |
the time series. |

`adflag` |
the lag order for the ADF test. |

`mflag` |
1 for ADF with constant and whithout trend, 2 for ADF with constant and trend and 3 for ADF without constant and trend. |

`IC` |
1 for AIC and 2 for BIC. |

`parallel` |
If TRUE, uses parallel computing for the loop. If the data is large it could be faster, but usually it is slower for small data. |

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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