Arguments
Q
time series object with seasonal resolution (e.g., frequency = 2, 3, 4, 6 or 12 for monthly data).
reps
integer. The number of replicates to be generated. The default is 100.
years
integer. The length of each replicate in years. The default is equal to the number of complete years given in Q.
k
integer. The k parameter of the kNN Bootstrap (i.e., number of nearest neighbors). If left blank k = n ^ 0.5., where n is the number of years in the input data.
d
integer. The d parameter of the kNN Bootstrap (i.e., number of previous time periods to inform the model). If left blank d = 1.
adjust
logical. If TRUE (the default) the final output time series X will be coerced for 0
parameters
logical. If TRUE the output will be given as a list including the replicate samples and relevant model parameters (k and d for kNNboot and phi, theta and standard deviation of residuals for PARMA). The default is FALSE.
method
character string giving the method used to generate the data. Defaults to "kNNboot" - the k Nearest Neighbour Bootstrap. See references for detail on the two methods available.