[R] p-values from bootstrapping of time series (tsboot)

Does anyone know how p-values can be generated if tsboot (stationary bootstrap) for time series is performed? That would be of great help. Thanks a lot for your comments. Markus [[alternative HTML version deleted]] __ R-help@r-project.

[R] tsboot

Dear R Users, If a stationary bootstrap (Politis & Romano 1994) for time series is performed (e.g. performance difference between trading strategy and benchmark), how can the following data be generated respectively adjusted? 1. p-values 2. smoothing parameter 3. significan