Computes the double bootstrap as discussed in McKnight, McKean, and Huitema (2000) <doi:10.1037/1082-989X.5.1.87>. The double bootstrap method provides a better fit for a linear model with autoregressive errors than ARIMA when the sample size is small.
|Author||Joseph W. McKean and Shaofeng Zhang|
|Maintainer||Shaofeng Zhang <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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