# nse.boot: Bootstrap estimator In nse: Numerical Standard Errors Computation in R

 nse.boot R Documentation

## Bootstrap estimator

### Description

Function which calculates the numerical standard error with bootstrap estimator.

### Usage

```nse.boot(x, nb, type = c("stationary", "circular"), b = NULL, lag.prewhite = 0)
```

### Arguments

 `x` A numeric vector. `nb` The number of bootstrap replications. `type` The bootstrap scheme used, among `"stationary"` and `"circular"`. Default is `type = "stationary"`. `b` The block length for the block bootstrap. If `NULL` automatic block length selection. Default is `b = NULL`. `lag.prewhite` Prewhite the series before analysis (integer or `NULL`). When `lag.prewhite = NULL` this performs automatic lag selection. Default is `lag.prewhite = 0` that is no prewhitening.

### Value

The NSE estimator.

### Note

`nse.boot` uses `b.star` of the `np` package for the optimal block length selection.

### Author(s)

David Ardia and Keven Bluteau

### References

Politis, D.N., Romano, and J.P. (1992). A circular block-resampling procedure for stationary data. In Exploring the limits of bootstrap, John Wiley & Sons, 263-270.

Politis, D.N., Romano, and J.P. (1994). The stationary bootstrap. Journal of the American Statistical Association 89(428), 1303-1313.

Politis, D.N., White, H. (2004). Automatic block-length selection for the dependent bootstrap. Econometric Reviews 23(1), 53-70.

### Examples

```## Not run:
n    = 1000
ar   = 0.9
mean = 1
sd   = 1

set.seed(1234)
x = c(arima.sim(n = n, list(ar = ar), sd = sd) + mean)

set.seed(1234)
nse.boot(x = x, nb = 1000, type = "stationary", b = NULL, lag.prewhite = 0)
nse.boot(x = x, nb = 1000, type = "circular", b = NULL, lag.prewhite = NULL)
nse.boot(x = x, nb = 1000, type = "circular", b = 10, lag.prewhite = NULL)

## End(Not run)
```

nse documentation built on Nov. 10, 2022, 5:52 p.m.