tsDyn (version 0.7-60)

extendBoot: extension of the bootstrap replications

Description

This function updates an existing bootstrap test with new bootstrap replications.

Usage

extendBoot(x, nboot)

Arguments

x

A object from setarTest (hence of class Hansen99Test)

nboot

The number of new bootstrap replications

Value

• Returns an object of the same class with same objects but updated values.
• updated
  The number of new bootstrap replications. Is null when the test is run the first time

Details

The plot function will draw the old and new distribution, hence allowing to test the sensitivity of the results obtained.

See Also

BBCTest for a similar test. setarTest for a test with stationarity as a null.

Examples

# test with 10 bootstrap replications:
a<-setarTest(sun[1:100], m=1, nboot=10)
plot(a)

#use old results and compue 20 new replications
b<-extendBoot(a, n=20)
#see the different distributions:
plot(b)