sim_data: Simulated dataset

In exuber: Econometric Analysis of Explosive Time Series

Simulated dataset

Description

An artificial dataset containing series simulated from data generating processes widely used in the literature on speculative bubbles.

Usage

sim_data

sim_data_wdate

Format

An object of class tbl_df (inherits from tbl, data.frame) with 100 rows and 5 columns.

An object of class tbl_df (inherits from tbl, data.frame) with 100 rows and 6 columns.

See Also

sim_psy1 sim_psy1 sim_evans sim_div sim_blan

Examples

## Not run: 
# The dataset can be easily replicated with the code below
library(tibble)
set.seed(1122)
sim_data <- tibble(
  sim_psy1 = sim_psy1(100),
  sim_psy2 = sim_psy2(100),
  sim_evans = sim_evans(100),
  sim_div = sim_div(100),
  sim_blan = sim_blan(100)
)
sim_data_wdate <- tibble(
  psy1 = sim_psy1(100),
  psy2 = sim_psy2(100),
  evans = sim_evans(100),
  div = sim_div(100),
  blan = sim_blan(100),
  date = seq(as.Date("2000-01-01"), by = "month", length.out = 100)
)

## End(Not run)

exuber documentation built on March 31, 2023, 9:51 p.m.