Hello
I am wondering if anyone might know if it is possible to run a markov regime-switching adf test through excel. I am currently trying to find if there is a speculative bubble present in my time series data for a specific index. I have both weekly and monthly data returns for the index and it is over a 5 year period.
If anyone knew if this test was possible to run and would be able to help me that would be great help. I can only see how to do it on R but unfortunately I do not know how to use R.
Any answers would be much appreciated.
I am wondering if anyone might know if it is possible to run a markov regime-switching adf test through excel. I am currently trying to find if there is a speculative bubble present in my time series data for a specific index. I have both weekly and monthly data returns for the index and it is over a 5 year period.
If anyone knew if this test was possible to run and would be able to help me that would be great help. I can only see how to do it on R but unfortunately I do not know how to use R.
Any answers would be much appreciated.
