R/Boot.FitAR.R

In FitAR: Subset AR Model Fitting

`Boot.FitAR` <-
function(obj, R=1, ...){
n<-length(obj$res)
phiHat<-obj$phiHat
sigsq<-obj$sigsq
zm<-obj$muHat
if (R==1){
    z<-zm+SimulateGaussianAR(phiHat,n,InnovationVariance=sigsq)
    if (is.null(obj$tsp))
        z
    else
        ts(z, start=obj$tsp[1], frequency=obj$tsp[3])
    }
else {
     x<-matrix(0, nrow=n, ncol=R)
     for (i in 1:R)
        x[,i]<-zm+SimulateGaussianAR(phiHat,n,InnovationVariance=sigsq)
    x
    }
}