DBfit (version 2.0)

A Double Bootstrap Method for Analyzing Linear Models with Autoregressive Errors

Description

Computes the double bootstrap as discussed in McKnight, McKean, and Huitema (2000) . The double bootstrap method provides a better fit for a linear model with autoregressive errors than ARIMA when the sample size is small.

Copy Link

Version

Install

install.packages('DBfit')

Monthly Downloads

159

Version

2.0

License

GPL (>= 2)

Maintainer

Shaofeng Zhang

Last Published

April 30th, 2021

Functions in DBfit (2.0)

nurho

Creating a new response variable for Durbin stage 2

print.dbfit

DBfit Internal Print Functions

simulacorrection

Work Horse Function to Implement the Double Bootstrap Method For .99 Cases

simula

Work Horse Function to implement the Double Bootstrap method

summary.dbfit

Summarize the double bootstrap (DB) fit

testdata

wrho

Creating a new design matrix for Durbin stage 2

hmmat

K-Phase Design Matrix

hypothmat

General Linear Tests of the regression coefficients

lagx

Lag Functions

simpgen1hm2

Simulation Data Generating Function

rhoci2

A fisher type CI of the autoregressive parameter rho

boot2

First Boostrap Procedure For parameter estimations

hmdesign2

the Two-Phase Design Matrix

DBfit-package

A Double Bootstrap Method for Analyzing Linear Models With Autoregressive Errors

durbin2fit

Durbin stage 2 fit

fullr

QR decomposition for non-full rank design matrix for Rfit.

durbin1fit

Durbin stage 1 fit

boot1

First Boostrap Procedure For parameter estimations

dbfit

The main function for the double bootstrap method

durbin1xy

Creating New X and Y for Durbin Stage 1