Andreas Klein
2010-Aug-01 12:57 UTC
[R] BCa-intervals not defined in boot.ci() for tsboot() -> package: boot
Hello everybody, when I create an object of class boot with the function tsboot() from the package boot and try to compute several types of confidence intervals with boot.ci("object of class boot created with tsboot") I obtain the warning message, that "BCa-intervals are not defined for time-series bootstraps". Does that hold in general? Or is it just not defined in boot.ci(), because I saw several applications of the BCa-methodology in the time-series context in the literature? So maybe someone can end my confusion and give me an advice, if the BCa-methodology can be used also with time-series data, but is just not implemented in the boot.ci()-function... Regards, Andy.
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