Displaying 2 results from an estimated 2 matches for "bootbc".
Did you mean:
bootbca
2009 Nov 19
2
Problem with zoo and BootPR packages
...t.Fore function of the BootPR package.
But I got an error from zoo:
My data:
Time Series:
Start = 1
End = 18
Frequency = 1
[1] 38731 38628 39117 92809 71984 31226 58613 72360 107956 92066
[11] 95208 99098 95848 120383 110717 105680 98469 101916
Script:
y1<-ts(y1);
forey1<-BootBC(y1,p=2,h=3,nboot=5000,type="const+trend",correct="ssf")
Plot.Fore(y1,forey1$forecast,start=1966,end=1984,frequency=1)
The Error:
Error in zooreg(x, start, end, frequency) :
"data" : attempt to define illegal zoo object
Any Help?
Thanks
Rick
[[alternative HTML...
2010 Feb 22
0
Bootstrap Multivariate Times Series Forecast
...one exogenous variable.
I would like to know what package can I use to do the following, using R:
1) Select k and j jointly;
2) Estimate the model;
2) Forecast h=4 steps ahead the estimated model;
4) Bootstrap the forecast, since my sample is small.
For univariate time series, I already used the BootBC package, but
I don't know how to perform the analysis in the case here.
Thanks in advance,
Rick
[[alternative HTML version deleted]]