exuber (version 0.2.1)

summary: Summarizing radf Models

Description

summary method for class "radf"

Usage

# S3 method for radf
summary(object, cv, ...)

Arguments

object

An object of class radf().

cv

An object of class "cv". The output of mc_cv(), wb_cv() or sb_cv()

...

further arguments passed to methods, not used.

Value

Returns a list of summary statistics, the t-statistic and the critical values of the ADF, SADF and GSADF.

Examples

# NOT RUN {
# Simulate bubble processes, compute the t-stat and critical values
set.seed(4441)
dta <- cbind(sim_dgp1(n = 100), sim_dgp2(n = 100))
rfd <- radf(dta)

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

#' # Diagnostics for 'sadf'
diagnostics(rfd, option = "sadf")

# Use log(T)/T rule of thumb to omit periods of explosiveness which are short-lived
rot = round(log(NROW(rfd))/NROW(rfd))
datestamp(rfd, min_duration = rot)


# Summary, diagnostics and datestamp (Wild Bootstrapped critical values)

wb <- wb_cv(dta)

summary(rfd, cv = wb)
diagnostics(rfd, cv = wb)
datestamp(rfd, cv = wb)
# }