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exuber

Simulation

Simulated dataset

Also: sim_data_wdate

sim_data 
sim_data

sim_data_wdate

An artificial dataset containing series simulated from data generating processes widely used in the literature on speculative bubbles. sim_data holds five series of 100 observations each; sim_data_wdate is the same data with an additional monthly date column. Both were generated by data-raw/sim-data.R with set.seed(1122).

Examples

These examples are copied from the package's own documentation and are run by R CMD check on every release. The printed output (after #>) and the plots were produced by running them against the current package source. 

# Explore the five bundled series before running any test
matplot(sim_data, type = "l", lty = 1, xlab = "t", ylab = "value",
  main = "sim_data: the five bundled example series")
legend("topleft", legend = colnames(sim_data), col = 1:5, lty = 1, bty = "n")
Plot from the sim_data example
# The usual next step: run radf() and plot with the default critical values
autoplot(radf(sim_data))
#> Using precomputed critical values for `cv`.
Plot from the sim_data example

See also

sim_psy1(), sim_psy2(), sim_evans(), sim_div(), sim_blan() for the generating processes.