Man pages for itamarcaspi/psymonitor
Real Time Monitoring of Asset Markets: Bubbles and Crisis

ADFEstimate the ADF statistic
ADFresEstimate the ADF model under the null
cvPSYmcSimulate the finite sample critical values for the PSY test.
cvPSYwmbootConduct the new composite bootstrapping for the PSY test.
dispGenerate a table with identified bubble/crisis periods
locateLocate bubble/crisis periods
pipePipe operator
PSYEstimate PSY's BSADF sequence of test statistics
psymonitor-packagepsymonitor: Real Time Monitoring of Asset Markets: Bubbles...
snpS&P 500 price to dividend ratio
spreadCredit risk in the European sovereign sector
itamarcaspi/psymonitor documentation built on Nov. 28, 2018, 4:10 p.m.