psytest: A Python Package for Detecting Multiple Bubbles in Time Series
🚀 Just released psytest, a Python package that brings to Python the methodology of Phillips, Shi & Yu (2015) to detect multiple bubbles in time series using the BSADF test.
🏎️ The package uses Numba to accelerate core computations, making large-scale testing fast and efficient. It also includes a flexible framework for simulating critical values, though extensive simulations are already pre-tabulated and included for convenience.
📘 Learn more at https://joseparreiras.github.io/psytest
Tailored for academic, applied researchers and professionals studying speculative bubbles and regime shifts in economic and financial datasets.