Recursive bootstrap of a multivariate Threshold VAR (TVAR)
1 
TVARobject 
Object of class 
innov 
Innovations used for bootstrap. If missing, residuals are resampled. 
seed 
Optional. Seed for the random resampling function. 
... 
Further arguments passed to the underlying (unexported)

The function bootstraps a given model. This is done on a object generated by TVECM (or VECM). A simple residual recursive bootstrap is done.
A matrix with the bootstraped series.
Matthieu Stigler
TVAR
to estimate a TVAR, VAR.sim
to
simulate/bootstrap a VAR, TVECM.sim
to simulate/bootstrap a
TVECM.
1 2 3 4 5 
Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.
All documentation is copyright its authors; we didn't write any of that.