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.
_________________________________________________________________
http://messenger.yupimsn.com/
Information about bootstrap
3 messages · felipe mena, Ernesto Jardim, Salvatore Barbaro
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.
_________________________________________________________________ http://messenger.yupimsn.com/ ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
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
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.
_________________________________________________________________ http://messenger.yupimsn.com/ ______________________________________________ R-help at stat.math.ethz.ch mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help