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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

Install

install.packages('timesboot')

Monthly Downloads

7

Version

1.0

License

GPL-2

Maintainer

Francisco Juretig

Last Published

August 2nd, 2013

Functions in timesboot (1.0)

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.