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2009 Feb 24
0
Wavelet Bootstrap Size Simulation
...ff)) #series would be the observed
AR(1) series
test<-mos(series,1:length(series)) #observed value of test statistic
wsdist<-rep(0,bsreps) #initialize vector for wavelet bootstrap null
distribution
#innner loop for finding null distribution via wavelet bootstrap
for (i in 1:bsreps){
wsrep<-wavestrap(series, wf = "d4", infl=1)
wsdist[i]<-mos(wsrep,1:length(series))
}
wspval[j]<-sum(wsdist>=test)/length(wsdist) #find p-value (one-sided test)
}
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