## ----setup, include = FALSE--------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>", message=FALSE ) options(cli.width = 80) ## ----echo=FALSE, message=FALSE------------------------------------------------ library(exuber) ## ----dataset------------------------------------------------------------------ stocks <- aggregate(EuStockMarkets, nfrequency = 52, mean) ## ----estimation--------------------------------------------------------------- est_stocks <- radf(stocks, lag = 1) ## ----summary------------------------------------------------------------------ summary(est_stocks) ## ----diagnostics-------------------------------------------------------------- diagnostics(est_stocks) ## ----datestamp---------------------------------------------------------------- # Minimum duration of an explosive period rot = psy_ds(stocks) # log(n) ~ rule of thumb dstamp_stocks <- datestamp(est_stocks, min_duration = rot) dstamp_stocks ## ----datestamp-dummy---------------------------------------------------------- dummy <- attr(dstamp_stocks, "dummy") tail(dummy) ## ----plot-radf, fig.width = 9------------------------------------------------- autoplot(est_stocks) ## ----plot-datestaemp, fig.width = 7, fig.height=2----------------------------- datestamp(est_stocks) %>% autoplot()