Boot.ts {FitAR}R Documentation

Parametric Time Series Bootstrap

Description

An AR(p) model is fit to the time series using the AIC and then it is simulated.

Usage

Boot.ts(obj, R=1, ...)

Arguments

obj a time series, class "ts"
R number of bootstrap replicates
... optional arguments

Value

A time series or vector.

Note

Parametric and nonparametric time series bootstraps are discussed by Davison and Hinkley (1997, Ch.8.2).

Author(s)

A.I. McLeod

References

Davison, A.C. and Hinkley, D.V. (1997), Bootstrap Methods and Their Application. Cambridge University Press.

See Also

Boot.FitAR. Nonparametric bootstrap for time series is available in the function tsboot in the library boot.

Examples

data(SeriesA)
layout(matrix(c(1,2,1,2),ncol=2))
TimeSeriesPlot(SeriesA)
TimeSeriesPlot(Boot(SeriesA),main="Bootstrap of Series A")

[Package FitAR version 1.0 Index]