Boot.ts(FitAR) | R Documentation |
An AR(p) model is fit to the time series using the AIC and then it is simulated.
Boot.ts(obj, R=1, ...)
obj |
a time series, class "ts" |
R |
number of bootstrap replicates |
... |
optional arguments |
a time series or vector.
Parametric and nonparametric time series bootstraps are discussed by Davison and Hinkley (1997, Ch.8.2).
A.I. McLeod
Boot.FitAR
.
Nonparametric bootstrap for time series is available
in the function tsboot
in the library boot
.
data(SeriesA) layout(matrix(c(1,2,1,2),ncol=2)) TracePlot(SeriesA) TracePlot(Boot(SeriesA),main="Bootstrap of Series A")