meboot (version 1.1-2)

meboot.pdata.frame: Maximum Entropy Bootstrap for Panel Time Series Data

Description

This function applies the maximum entropy bootstraped in a panel of time series data.

Usage

meboot.pdata.frame (x, reps=999, trim=0.10, reachbnd=TRUE,
      expand.sd=TRUE, force.clt=TRUE, elaps=FALSE,
      colsubj, coldata, coltimes, ...)

Value

A data.frame object of dimension: number of rows of x times number of replicates indicated in reps. The replicates for the panel of data are arranged by columns. Each replicate in each column is sorted with the same order stablished in the input x.

Details

The observations in x should be arranged by individuals. The observations for each individual must be sorted by time.

The argument colsubj can be either a numeric or a character index indicating the individual or the time series to which each observation is related.

Only one variable can be replicated at a time, coldata must be of length one.

If the times at which observations are observed is provided specifying the column with the times through the argument coltimes, these times are used only to label the rows of the data.frame returned as output.

See Also

meboot.

Examples

## Ensemble for a panel of series of stock prices  
    data("ullwan")
    out <- meboot(ullwan, reps=99, colsubj=2, coldata=4)