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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