MultipleBubbles
Test and Detection of Explosive Behaviors for Time Series
v0.2.0
·
Jul 30, 2018
·
GPL (>= 2)
Description
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.
Downloads
322
Last 30 days
12185th
787
Last 90 days
3.9K
Last year
Trend: +40% (30d vs prior 30d)
CRAN Check Status
2
NOTE
12
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Pedro Araujo <pharaujo1094@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Pedro", "Araujo", "Gustavo", "Lacerda", "<gustavolacerdas@gmail.com>", "Peter", "C.B.", "Phillips", "<peter.phillips@yale.edu>", "Shu-Ping", "Shi"),
family = "<shuping.shi@mq.edu.au>",
role = "aut",
email = "shuping.shi@mq.edu.au"),
person(given = "Pedro",
family = "Araujo",
role = "cre",
email = "pharaujo1094@gmail.com"))
as necessary.
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘sadf.Rd’:
\keyword{AugmentedDickey-FullerTest,}
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Pedro Araujo <pharaujo1094@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Pedro", "Araujo", "Gustavo", "Lacerda", "<gustavolacerdas@gmail.com>", "Peter", "C.B.", "Phillips", "<peter.phillips@yale.edu>", "Shu-Ping", "Shi"),
family = "<shuping.shi@mq.edu.au>",
role = "aut",
email = "shuping.shi@mq.edu.au"),
person(given = "Pedro",
family = "Araujo",
role = "cre",
email = "pharaujo1094@gmail.com"))
as necessary.
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘sadf.Rd’:
\keyword{AugmentedDickey-FullerTest,}
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Pedro Araujo <pharaujo1094@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Pedro", "Araujo", "Gustavo", "Lacerda", "<gustavolacerdas@gmail.com>", "Peter", "C.B.", "Phillips", "<p
...[truncated]...
role = "cre",
email = "pharaujo1094@gmail.com"))
as necessary.
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘sadf.Rd’:
\keyword{AugmentedDickey-FullerTest,}
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Pedro Araujo <pharaujo1094@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Pedro", "Araujo", "Gustavo", "Lacerda", "<gustavolacerdas@gmail.com>", "Peter", "C.B.", "Phillips", "<p
...[truncated]...
role = "cre",
email = "pharaujo1094@gmail.com"))
as necessary.
Found the following \keyword or \concept entries
which likely give several index terms:
File ‘sadf.Rd’:
\keyword{AugmentedDickey-FullerTest,}