Nothing
boot1 <-
function(y,phi1,arp,nbs,x,allb,method,scores=scores){
upper <- .99
lower <- -.99
for(j in 1:arp){
if(phi1[j] < lower){phi1[j] <- lower}
if(phi1[j] > upper){phi1[j] <- upper}
}
icent <- 0
phia <- phi1
xcopy <- x
xcpy <- x
n <- length(y)
yy <- y
p <-length(x[1,])
adj <- (n - arp - p)/(n - arp - 2*p)
ypart <- nurho(y,phi1)
n1 <- n - arp
xpart <- wrho(x,phi1)
ehat <- ypart - xpart%*%allb
ehat <- (ehat - mean(ehat))*sqrt(adj)
# bootstrap loop
ind <- 1:n1
bsr1 <- matrix(rep(0,nbs*arp),ncol=arp)
for(nbk in 1:nbs){
ystar <- yy[1:arp]
ind2 <- sample(ind,n1,replace=TRUE)
estar <- ehat[ind2]
for(i in (arp+1):n){
ypart <- 0
for(k in 1:arp){
ypart <- ypart + phia[k]*ystar[i-k]
}
xpart <- 0
for(j in 1:p){
for(k in 1:arp){
if(k == 1){
xpart <- xpart + allb[j]*(xcopy[i,j]-phia[k]*xcopy[i-k,j])
} else {
xpart <- xpart - allb[j]*phia[k]*xcopy[i-k,j]
}
}
}
ystar[i] <- ypart + xpart + estar[i-arp]
}
if(icent == 1){
avey <- mean(ystar)
ystar <- ystar - avey
}
dfit1 <- durbin1fit(ystar,xcpy,arp,method=method,scores=scores)
adjphi1 <- dfit1$coef[2:(arp+1)]
for(k in 1:arp){
if(adjphi1[k] < lower){adjphi1[k] <- lower}
if(adjphi1[k] > upper){adjphi1[k] <- upper}
bsr1[nbk,k] <- phi1[k] - adjphi1[k]
}
}
bias1 <- apply(bsr1,2,mean)
return(bias1)
}
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.