Information about bootstrap
see package boot or alternatively the package bootstrap. Each of them based on a famous introduction into the bootstrap - Davison, A.C. and Hinkley, D.V. (1997) Bootstrap Methods and Their Application. Cambridge University Press. and Efron, B. and Tibshirani, R. (1993) An Introduction to the Bootstrap. Chapman & Hall, resp. yours s.
On 16 Apr 2003 at 9:55, 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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