FitAR (version 1.94)

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

Arguments

obj

a time series, class "ts"

R

number of bootstrap replicates

...

optional arguments

Value

A time series or vector.

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

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