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timesboot (version 1.0)
Bootstrap computations for time series objects
Description
Computes bootstrap CI for the sample ACF and periodogram
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Version
Version
1.0
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Install
install.packages('timesboot')
Monthly Downloads
10
Version
1.0
License
GPL-2
Maintainer
Francisco Juretig
Last Published
August 2nd, 2013
Functions in timesboot (1.0)
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boot_autocov
A function that computes the bootstrapped autocovariances for a time series object. The computations are done via phase scrambling bootstrap
redraw
Auxiliary function that computes the spectrum
statistic
Auxiliary function that returns the sample acf values
boot_spec
Function that computes boostrapped confidence intervals for the sample periodogram.