JN_VMBBA

This function computes the acceleration constants for the vectorized moving block bootstrap, which is a method used to generate a large number of replications of a time series sample in order to estimate the sampling distribution of a statistic.

Analyzes autocorrelation and partial autocorrelation using surrogate methods and
bootstrapping, and computes the acceleration constants for the vectorized moving block
bootstrap provided by this package. It generates percentile, bias-corrected, and accelerated
intervals and estimates partial autocorrelations using Durbin-Levinson. This package
calculates the autocorrelation power spectrum, computes cross-correlations between two
time series, computes bandwidth for any time series, and performs autocorrelation frequency
analysis. It also calculates the periodicity of a time series.

Leila Marvian Mashhad

ADTSA

Time Series Analysis

Hossein Hassani

Masoud Yarmohammadi

Mohammad Reza Yeganegi

JN_VMBBA function

<dl> <dt>ts</dt>
<dd>a vector of time series data.</dd> <dt>lgmx</dt>
<dd>maximum lag at which to compute autocorrelations.</dd> <dt>bs</dt>
<dd>block size of the vectorized moving block bootstrap.</dd></dl>

Arguments

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Author

The Acceleration of the Vectorized Moving Block Bootstrap — JN_VMBBA

<dl>

 <dt>ts</dt>
<dd>a vector of time series data.</dd>

 <dt>lgmx</dt>
<dd>maximum lag at which to compute autocorrelations.</dd>

 <dt>bs</dt>
<dd>block size of the vectorized moving block bootstrap.</dd>

</dl>

JN_VMBBA: The Acceleration of the Vectorized Moving Block Bootstrap

Description

Usage

Value

Arguments

Author

Examples