Econometric Analysis of Explosive Time Series
Overview
Testing for and dating periods of explosive dynamics (exuberance) in time series using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) doi:10.1111/iere.12132 and Pavlidis et al. (2016) doi:10.1007/s11146-015-9531-2.The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix inversion which results in significant speed improvements. Simulation of a variety of periodically-collapsing bubble processes. Details can be found in Vasilopoulos et al. (2022) doi:10.18637/jss.v103.i10.
- Fixed \link{} targets not in the package itself nor in the base packages to
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From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- WARNING12 OK, 1 WARNING2026-06-08
- OK12 OK2026-04-25
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- NOTE11 OK, 3 NOTE2026-04-22
- ERROR10 OK, 3 NOTE, 1 ERROR2026-04-18
- NOTE11 OK, 3 NOTE2026-03-10
Documentation
- Help pages
- 38 (8 internal)includes a package overview page
- Examples that run
- 40%10 run in a plain check · 11 only when donttest examples are enabled (R CMD check --as-cran) · 4 never run
- Exported functions with examples
- 67%
- Documented parameters
- 92%
- Return-value docs
- 54%
- Help pages citing references
- 34%
- Intro to exuber HTML
- Plotting with exuber HTML
- Simulation HTML
Downloads
Repository
- PRs merged (all time)
- 100%
- Median days to close, 50 most recently updated closed issues
- 30
- Median days to close, 50 most recently updated closed PRs
- 0
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21 development-tooling and community-health practices detected across 9 families in the upstream repository
Checks run against github.com/kvasilopoulos/exuber on 2026-10-11.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-10-06 · The repository has a site deploy workflow
pkgdown site last built 2026-10-06
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- Claude Codefirst seen 2026-08-18Seen in the repository: .claude, .claude/skills, CLAUDE.mdNamed in .Rbuildignore: CLAUDE.mdCommits: some by its own account, count not recorded · at least 4 crediting it in the message
- Claude Sonnet 5.52 commits · Oct 2026
Dependencies
Code & Tests
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- RR 4.6.0 released · 2026-04-24
- 1.1.0Latest
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 1.0.22023-03-23 · diff ↗
- 1.0.12023-02-12 · diff ↗
- 1.0.0
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 0.4.2
- 0.4.12020-05-12 · diff ↗
- 0.4.02020-05-04 · diff ↗ ·
removed 5 exports
col_names<-, glance, mc_distr, sb_distr, wb_distradded 15 exports
series_names<-, install_exuberdata, radf_mc_cv, radf_mc_distr, radf_sb_cv, radf_sb_distr, radf_wb_cv, radf_wb_distr, scale_exuber_manual, series_names, shade, sim_dgp1, sim_dgp2, theme_exuber, tidy_join - RR 4.0.0 released · 2020-04-24
- 0.3.02019-07-15 · diff ↗ ·
removed 2 exports
sim_dgp1, sim_dgp2added 12 exports
augment, augment_join, calc_pvalue, glance, mc_distr, psy_ds, psy_minw, sb_distr, sim_psy1, sim_psy2, tidy, wb_distr - RR 3.6.0 released · 2019-04-26
Package metadata
- First published
- 2018-06-17
- Total releases
- 11 / 8 yrs
- License
- GPL-3 OSI
- Additional repositories
- kvasilopoulos.github.io
- Minimum R
- ≥ 3.2
- Bundled data
- 115 KB / 3 files
- Download size
- 367 KB
Cite
Cite this package
Run in R for the authors' entry:
citation("exuber")The package provides a citation file, so citation() returns the authors' own entry.
It points to 10.18637/jss.v103.i10.
The repository also keeps a CITATION.cff.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-10-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.