boot.Cenarma: parametric bootstrap for Cenarma object

In cents: Censored time series

Description

Simulates a time series from the model fit by cenarma() and produces an object of class 'cents'.

Usage

boot.Cenarma(obj, ...)

Arguments

obj	the output from cenarma()
...	optional arguments, not used

Value

Simulated time series as a cents object

See Also

cenarma, rcarma, plot.cents

Examples

set.seed(43137)
n <- 200
z <- arima.sim(model=list(ar=0.8), n) 
i <- sample(1:n, size=floor(0.25*n))
z[i] <- NA
ANS <- cenarma(y=z, p=1)
out <- boot.Cenarma(ANS)
cenarma(out$y, p=1)

cents documentation built on May 1, 2019, 8:19 p.m.