bootf: Garma statistic for tsboot

Description Usage Arguments Details Value Author(s) Examples

Description

bootf returns the estimated parameters of a GARMA model and is used as an input (the statistic parameter) for the tsboot function in the boot package.

Usage

1
bootf(data, ord, fam)

Arguments

data

A univariate or multivariate time series. It might be vector, matrix or data frame to be passed to the garmaFit2 function.

Details

The GARMA model is estimated with a modified version of the garmaFit function

Value

A vector with the estimated Garma model parameters.

Author(s)

Matheus de Vasconcellos Barroso

Examples

1
2
3
example_HHJ
fam <- "PO"; ord <- c(0,1)
bootf(example_HHJ,ord,fam)

matheusbarroso/dboot documentation built on May 16, 2019, 8:13 p.m.