hi,
Is there a command for bootstrapping time series on eviews 7.2 ??
Thanks for your help :)
Nej
bootstraping time series???
Moderators: EViews Gareth, EViews Moderator
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: bootstraping time series???
Could you be a bit more specific? Both series and groups have a resample command.
Re: bootstraping time series???
hello,
I mean moving block bootstrap introduced by Künsch (1986).
This bootstrap works with dependent data, however, the bootstrapped observations will not be stationary anymore by construction. But, it was shown that varying randomly the block length can avoid this problem.
Thanks for your help.
I mean moving block bootstrap introduced by Künsch (1986).
This bootstrap works with dependent data, however, the bootstrapped observations will not be stationary anymore by construction. But, it was shown that varying randomly the block length can avoid this problem.
Thanks for your help.
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13604
- Joined: Tue Sep 16, 2008 5:38 pm
Re: bootstraping time series???
The resample command does not let you randomly vary block length.
Who is online
Users browsing this forum: No registered users and 2 guests
