rhoci2

<p>final estimate of rho, usually .99.</p>

<p>This function returns a Fisher type CI for rho, which is then used to correct the .99 cases.</p>

Computes the double bootstrap as discussed in McKnight, McKean, and Huitema (2000) <doi:10.1037/1082-989X.5.1.87>.
The double bootstrap method provides a better fit for a linear model with autoregressive errors than ARIMA when the sample size is small.

Shaofeng Zhang

rhoci2: A fisher type CI of the autoregressive parameter rho

Description

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References