multiple pairwise block resample - help!

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CharlieEVIEWS
Posts: 202
Joined: Tue Jul 17, 2012 9:47 am

multiple pairwise block resample - help!

Postby CharlieEVIEWS » Sun Oct 21, 2012 4:52 am

Bit of a novice question - which might belong in the programming section - Is there a way to create multiple block resamples automatically? Sorry if this is an obvious question! I've read the helpfile and searched the forum. I guess the question is: can i create artificial data using a simulation of a pairwise block bootstrapped system?

What I'm essentially trying to do is to create n resamples (e.g. n=1000) (with replacement) for T observations of two pairwise univariate series (e.g x and y) with an (arbitrary - e.g. 50) block size.

Can the data be stored in two T x n matricies, where the columns are pairwise resamples?

Thanks for your help (this forum is fantastic, by the way)

CharlieEVIEWS
Posts: 202
Joined: Tue Jul 17, 2012 9:47 am

Re: multiple pairwise block resample - help!

Postby CharlieEVIEWS » Mon Oct 22, 2012 5:40 am

If it's of any use - im using both eviews 7 and 6 (registered) copies on two different machines. I fear that I'll have to bite the bullet and just write an .m file...

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: multiple pairwise block resample - help!

Postby EViews Gareth » Mon Oct 22, 2012 7:40 am

Look up group.resample in the object reference.


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