busettitaylor_statistic: This function calculates the Busetti-Taylor Statistic from...

In NicolasRoever/TestingForRationalBubbles: TestingRationalBubbles

Usage

busettitaylor_statistic(x, tau_0 = 0.2)

Arguments

x	x is a vector or a time series object containing the relevant time series values.
tau_0	The test statistic is recursively calculated for subsamples of the time series. tau_0 gives the fraction for the smallest subsample to be considered. So if your sample is 100 and tau_0 is 0.2, the smalles subsample consists of 20 data points.

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (x)
{
  }

NicolasRoever/TestingForRationalBubbles documentation built on Dec. 31, 2020, 3:22 p.m.