Nothing
boot_autocov <-
function(series,replic=5000,plot=TRUE,alpha=0.05){
if (is.ts(series)==TRUE){
library(boot)
kas = tsboot(series,statistic,R=replic,sim="scramble")
quantiles = matrix(0,length(kas$t[1,]),3)
for (i in 2:length(kas$t[1,])){
cp = kas$t[,i]
quantiles[i,1]= quantile(cp,alpha)
quantiles[i,2]= quantile(cp,1-alpha/2)
quantiles[i,3]= mean(cp)
}
quantiles = quantiles[-1,]
if (plot==TRUE){
par(mfrow=c(1,2))
x=seq(1,length(quantiles[,1]),1)/frequency(series)
plot(x,quantiles[,1],type="l",col="blue",main="Bootstraped Correlogram",ylab="value",lwd=1,xlab="lag")
polygon(c(x,rev(x)),c(quantiles[,1],rev(quantiles[,2])),col="skyblue")
lines(x,quantiles[,3],type="o",col="black",pch=20)
abline(a=0,b=0)
plot(acf(series,plot=FALSE),main="Asymptotic Correlogram",ylim=c(-1,1))
}
lista = list(average=quantiles[,1],upper=quantiles[,2],lower=quantiles[,3])
return(lista)
}else{
return ('Object is not a time-series')
}
}
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