Hey everybody, I try to run the grid-bootstrap procedure of Bruce Hansen, but I am a bit overhelmed... How do I have to adjust the script in order to make it run for my own time series. I set the required inputs: dat<-read.table("c:/users/Vaio/Documents/Gauss/Bai-Perron/Real.txt") dat = ts(dat, start=1980, frequency=4) name <- "test" t <- 0 ar <- 1 grid <- 10 b <- 100 c <- .95 all <- 1 graph <- 1 What is missing to make it run? I also installed the package pracma... The file can be downloaded at: http://www.ssc.wisc.edu/~bhansen/progs/restat_99.html It would be really nice if somebody could help me with this! Thank you very much! Greetz Peg4sus -- View this message in context: http://r.789695.n4.nabble.com/Grid-Bootstrap-tp4454420p4454420.html Sent from the R help mailing list archive at Nabble.com.