Description Usage Arguments Details Value Author(s) References See Also Examples

Generates a sieve bootstrap sample of the Anderson-Darling statistic test.

1 | ```
vavra.sample(y,reps = 1000,h = 100,seed = NULL)
``` |

`y` |
a numeric vector or an object of the |

`reps` |
an integer with the total bootstrap repetitions. |

`h` |
an integer with the first |

`seed` |
An optional |

The Vavra test approximates the empirical distribution function of the
Anderson-Darlings statistic, using a sieve bootstrap approximation.
The test was proposed by *Psaradakis, Z. & Vavra, M (20.17)*.

This function is the equivalent of `xarsieve`

of
*Psaradakis, Z. & Vavra, M (20.17)*.

A numeric array with the Anderson Darling sieve bootstrap sample

Asael Alonzo Matamoros.

Psaradakis, Z. & Vavra, M. (2017). A distance test of normality for a wide class
of stationary process. *Journal of Econometrics and Statistics*. 2, 50-60.

Bulmann, P. (1997). Sieve Bootstrap for time series. *Bernoulli*.
3(2), 123 -148.

`epps.statistic`

`lobato.statistic`

1 2 3 4 | ```
# Generating an stationary arma process
y = arima.sim(100,model = list(ar = 0.3))
adbs = vavra.sample(y)
mean(adbs)
``` |

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