blockboot {OBL}

OBL: Optimal Block Length Compute Optimal Block Length for Non-overlapping, Overlapping, Circular Block, tapered moving, and tapered circular Block Bootstrap method

Description

OBL: Optimal Block Length

Compute Optimal Block Length for Non-overlapping, Overlapping, Circular Block, tapered moving, and tapered circular Block Bootstrap method

OBL: Optimal Block Length

Compute Optimal Block Length for Non-overlapping, Overlapping, Circular Block, tapered moving, and tapered circular Block Bootstrap method

Usage

blockboot(
  ts,
  R,
  seed,
  n_cores,
  methods = c("optnbb", "optmbb", "optcbb", "opttmbb", "opttcbb")
)

lolliblock(
  ts,
  R,
  seed,
  n_cores,
  methods = c("optnbb", "optmbb", "optcbb", "opttmbb", "opttcbb")
)

Arguments

ts

univariate time series

R

number of resample

seed

RNG seed

n_cores

number of core(s) to be used on your operaterating system

methods

"optnbb", "optmbb", "optcbb", "opttmbb", "opttcbb"

Value

A data frame get printed to the console

A data frame get printed to the console

Functions

• blockboot: package helps to obtain the optimal block length of a time series data

• lolliblock: package helps to obtain the optimal block length of a time series data

Examples

  set.seed(289805)
  ts <- arima.sim(n = 3, model = list(ar = 0.8, order = c(1, 0, 0)), sd = 1)
  blockboot(ts = ts, R = 2, seed = 6, n_cores = 1)

  set.seed(289805)
  ts <- arima.sim(n = 3, model = list(ar = 0.8, order = c(1, 0, 0)), sd = 1)
  lolliblock(ts, R = 2, seed = 6, n_cores = 1)