Function to estimate the PSY test statistics
ADF()
Estimate the ADF statistic
PSY()
Estimate PSY's BSADF sequence of test statistics
Functions for real-time monitiring of asset markets
cvPSYmc()
Simulate the finite sample critical values for the PSY test.
cvPSYwmboot()
Conduct the new composite bootstrapping for the PSY test.
locate()
Locate bubble/crisis periods
disp()
Generate a table with identified bubble/crisis periods
Data sets included in the package
snp
S&P 500 price to dividend ratio
spread
Credit risk in the European sovereign sector