summary.radf_obj: Summarizing 'radf' models

In exuber: Econometric Analysis of Explosive Time Series

Summarizing radf models

Description

summary method for radf models that consist of radf_obj and radf_cv.

Usage

## S3 method for class 'radf_obj'
summary(object, cv = NULL, ...)

Arguments

object	An object of class radf_obj. The output of radf().
cv	An object of class radf_cv. The output of radf_mc_cv(), radf_wb_cv() or radf_sb_cv().
...	Further arguments passed to methods. Not used.

Value

Returns a list of summary statistics, which include the estimated ADF, SADF, and GSADF test statistics and the corresponding critical values

Examples

# Simulate bubble processes, compute the test statistics and critical values
rsim_data <- radf(sim_data)

# Summary, diagnostics and datestamp (default)
summary(rsim_data)

#Summary, diagnostics and datestamp (wild bootstrap critical values)

wb <- radf_wb_cv(sim_data)

summary(rsim_data, cv = wb)

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