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Bootstrap resample NA handling

Posted: Fri Sep 07, 2012 3:34 pm
by Amber
Dear Eviews Experts,

I have a problem occurred when I bootstrap a pool dataset, the pool is unbalanced data, thus when I used "resid.resample", the NAs also got resampled.

I want to keep the original NAs and only resample the non-NA data: "Exclude NAs from draws but copy NA rows to output".

I figured I should add some codes after "resample", will you please kindly tell me what is the code for that?

Thanks a million! :D

Amber

Re: Bootstrap resample NA handling

Posted: Fri Sep 07, 2012 8:24 pm
by EViews Gareth

Code: Select all

series.resample(fixna)

Re: Bootstrap resample NA handling

Posted: Mon Sep 24, 2012 10:33 am
by Amber
Thanks for you reply,

I have a question on block resampling: if block=10, can I use code as "x.resample(fixna,block=10)"?

Thanks again!

Re: Bootstrap resample NA handling

Posted: Mon Sep 24, 2012 10:44 am
by EViews Gareth
Yes.