I'm trying to bootstrap some regression coefficients so that I can estimate confidence intervals, but boot is not producing results. Can anybody suggest what I'm doing wrong here? > SpecPress <- ts(rnorm(501)) > Returns <- ts(rnorm(501)) > BootData <- data.frame(cbind(SpecPress, Returns)) > boot.specpress <- function(data, indices, maxit=20){ + data <- data[indices,] + mod <- dyn$lm(SpecPress~lag(Returns,-1)+lag(SpecPress,-1)) + coefficients(mod) + } > > system.time(SpecPress.boot <- tsboot(BootData, boot.specpress, R=1000, maxit=100)) user system elapsed 46.007 1.544 65.439 > > SpecPress.boot MODEL BASED BOOTSTRAP FOR TIME SERIES Call: tsboot(tseries = BootData, statistic = boot.specpress, R = 1000, maxit = 100) Bootstrap Statistics : original bias std. error t1* 0.04287253 0 0 t2* 0.05566368 0 0 t3* -0.02394464 0 0