Perc.CI: Percentile and Bias-corrected and accelerated (BCa) intervals
In pautocorr: Testing Autocorrelation and Partial Autocorrelation Through Bootstrap and Surrogate Methods

Function Perc.CI constructs percentile intervals. Function BCa.CI constructs BCa intervals.

1 2	Perc.CI(est.b, a1, a2) BCa.CI(est.b, est, B, ahat, a1, a2)

`est.b`	a matrix of bootstrap sample estimates for multiple variables. Each column represents one variable.
`a1,a2`	the percentages for the lower and upper limits of confidence intervals.
`est`	the original sample estimates.
`B`	number of replications.
`ahat`	estimated acceleration constant.

In the presence of missing values, estimates of autocorrelations are computed based on available cases, which may not be valid.

a matrix of the obtained confidence intervals for (partial) autocorrelations.

Zijun Ke <keziyun@mail.sysu.edu.cn> and Zhiyong Zhang <zhiyongzhang@nd.edu>

Efron, B., & Tibshirani, R. J. (1994). An introduction to the bootstrap. Chapman and Hall/CRC.

pautocorr documentation built on May 2, 2019, 6:09 p.m.

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