Dear R-users,
tsboot fails when I try to perform a block bootstrap on seaKen
(package wq):
these commands:
require(wq)
require(datasets)
boot.block.sen <- function(data){seaKen(data)[[1]]}
tsboot(sunspot.month, boot.block.sen, R=1999, l=12, sim="fixed")
return:
Error in seaKen(data) : x mus
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
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