timesboot: Bootstrap computations for time series objects

Computes bootstrap CI for the sample ACF and periodogram

Author
Francisco Juretig
Date of publication
2013-08-02 07:22:53
Maintainer
Francisco Juretig <fjuretig@yahoo.com>
License
GPL-2
Version
1.0

View on CRAN

Man pages

boot_autocov
A function that computes the bootstrapped autocovariances for...
boot_spec
Function that computes boostrapped confidence intervals for...
redraw
Auxiliary function that computes the spectrum
statistic
Auxiliary function that returns the sample acf values

Files in this package

timesboot
timesboot/NAMESPACE
timesboot/R
timesboot/R/boot_autocov.R
timesboot/R/boot_spec.R
timesboot/R/redraw.R
timesboot/R/statistic.R
timesboot/MD5
timesboot/DESCRIPTION
timesboot/man
timesboot/man/boot_spec.Rd
timesboot/man/redraw.Rd
timesboot/man/boot_autocov.Rd
timesboot/man/statistic.Rd