sp_data

<p>the S&amp;P 500 price dividend ratio from January 1871 to December 2010.</p>

dataset

Provides the Augmented Dickey-Fuller test and its variations to check the existence of bubbles (explosive behavior) for time series, based on the article by Peter C. B. Phillips, Shuping Shi and Jun Yu (2015a) <doi:10.1111/iere.12131>. Some functions may take a while depending on the size of the data used, or the number of Monte Carlo replications applied.

Pedro Araujo

MultipleBubbles

Test and Detection of Explosive Behaviors for Time Series

sp_data function

<p>A vector with the S&amp;P 500 price dividend ratio.</p>

sp_data: S&P 500 data.

Description

Arguments

Format

References