| tsbootstrap {tseries} | R Documentation |
Bootstrap for General Stationary Data
Description
tsbootstrap generates bootstrap samples for general stationary
data and computes the bootstrap estimate of standard error and bias
if a statistic is given.
Usage
tsbootstrap(x, nb = 1, statistic = NULL, m = 1, b = NULL,
type = c("stationary","block"), ...)
Arguments
x |
a numeric vector or time series giving the original data. |
nb |
the number of bootstrap series to compute. |
statistic |
a function which when applied to a time series
returns a vector containing the statistic(s) of interest. |
m |
the length of the basic blocks in the block of blocks
bootstrap. |
b |
if type is "stationary", then b is the
mean block length. If type is "block", then b
is the fixed block leng |