Information about bootstrap

Wed, Apr 16, 2003 6:55 AM

Hi, I am a chilean student and I am doing my thesis and I?ll very thankfully 
if you answer a question. In the thesis I need to applied Bootstrap 
simulations to the residulas for the time series model 
(AR(1),GARCH(1,1),GARCH-M(1,1)). The question is, the R software have a 
function to do the Bootstrap simulation or I need to create a algorithm?
                     Regards
                                Felipe Mena.





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Information about bootstrap

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