JN_VMBBA {ADTSA}

The Acceleration of the Vectorized Moving Block Bootstrap

Description

This function computes the acceleration constants for the vectorized moving block bootstrap, which is a method used to generate a large number of replications of a time series sample in order to estimate the sampling distribution of a statistic.

Usage

JN_VMBBA(ts, lgmx, bs)

Arguments

ts

a vector of time series data.

lgmx

maximum lag at which to compute autocorrelations.

bs

block size of the vectorized moving block bootstrap.

Value

a vector of the acceleration constants for autocorrelations up to lagmax.

Author(s)

Hossein hassani, Masoud yarmohammadi, Mohammad reza yeganegi and Leila Marvian Mashhad.

Examples

data(co2)
JN_VMBBA(co2, lgmx=5, bs = 2)