DBfit: A Double Bootstrap Method for Analyzing Linear Models with Autoregressive Errors

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.

Package details

AuthorJoseph W. McKean and Shaofeng Zhang
MaintainerShaofeng Zhang <shaofeng.zhang@wmich.edu>
LicenseGPL (>= 2)
Version2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("DBfit")

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DBfit documentation built on May 1, 2021, 1:09 a.m.