JN_VMBBA: The Acceleration of the Vectorized Moving Block Bootstrap

In ADTSA: Time Series Analysis

The Acceleration of the Vectorized Moving Block Bootstrap

Description

This function computes the acceleration constants for the vectorized moving block bootstrap, which is a method used to generate a large number of replications of a time series sample in order to estimate the sampling distribution of a statistic.

Usage

JN_VMBBA(ts, lgmx, bs)

Arguments

ts	a vector of time series data.
lgmx	maximum lag at which to compute autocorrelations.
bs	block size of the vectorized moving block bootstrap.

Value

a vector of the acceleration constants for autocorrelations up to lagmax.

Author(s)

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Examples

data(co2)
JN_VMBBA(co2, lgmx=5, bs = 2)

ADTSA documentation built on May 29, 2024, 11:48 a.m.