Information about bootstrap
On Wed, 2003-04-16 at 14:55, felipe mena wrote:
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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Hi Take a look at package "boot". EJ
Ernesto Jardim <ernesto at ipimar.pt> Marine Biologist IPIMAR, Lisboa, Portugal PIII 733, 1GB Ram, SuSE Linux 8.1, R 1.6.2, LyX 1.3.1, Gnome 2.2.0