[R] p-values from bootstrapping of time series (tsboot)

Uwe Ligges ligges at statistik.tu-dortmund.de
Mon Mar 1 16:21:39 CET 2010



On 01.03.2010 09:59, Markus Troendle wrote:
> Does anyone know how p-values can be generated if tsboot (stationary
> bootstrap) for time series is performed?

Well, under H0 we could generate n p-values simply by
  runif(n, 0, 1)

but if you want to apply some specific test, it might make sense to ask 
specifically for help, perhaps including what you did so far and hoiw 
your data looks like.

PLEASE do read the posting guide 
http://www.R-project.org/posting-guide.html and provide commented, 
minimal, self-contained, reproducible code.

Best,
Uwe Ligges


>
> That would be of great help. Thanks a lot for your comments.
>
>
>
> Markus



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