bfa_perc_ci

This function calculates the percentile bootstrap CI for the least squares estimator of the
bifurcating autoregressive model.

Estimation of bifurcating autoregressive models of any order, p, BAR(p) as well as several types of bias correction for the least squares estimators of the autoregressive parameters as described in Zhou and Basawa (2005) <doi:10.1016/j.spl.2005.04.024> and Elbayoumi and Mostafa (2020) <doi:10.1002/sta4.342>. Currently, the bias correction methods supported include bootstrap (single, double and fast-double) bias correction and linear-bias-function-based bias correction. Functions for generating and plotting bifurcating autoregressive data from any BAR(p) model are also included. This new version includes calculating several type of bias-corrected and -uncorrected confidence intervals for the least squares estimators of the autoregressive parameters as described in Elbayoumi and Mostafa (2023)
<doi:10.6339/23-JDS1092>.

Tamer Elbayoumi

bifurcatingr

Bifurcating Autoregressive Models

Sayed Mostafa

bfa_perc_ci function

<dl><dt>a1_ls_star</dt>
<dd>A numeric vector representing B replicates of the least squares estimator.</dd>
<dt>conf_level</dt>
<dd>A numeric value representing the confidence level. Defaults to 0.95.</dd></dl>

Arguments

Percentile Bootstrap Confidence Interval Function — bfa_perc_ci

<dl>

<dt>a1_ls_star</dt>
<dd>A numeric vector representing B replicates of the least squares estimator.</dd>


<dt>conf_level</dt>
<dd>A numeric value representing the confidence level. Defaults to 0.95.</dd>

</dl>

bfa_perc_ci: Percentile Bootstrap Confidence Interval Function

Description

Usage

Value

Arguments

Examples