[R] What type of bootstrapping is used in package vars?
jessezeng
junchuanzeng at gmail.com
Thu Jun 2 17:51:12 CEST 2011
Hi,
I used the package vars for my project but when the impulse response plots
were produced, some of the levels are out of the confidence band. I was
wondering what the problem is and also, does anyone know what type of
bootstrapping the package is using: is it parametric, case resampling,
gaussian, or something else?
Thanks a lot,
Jesse
--
View this message in context: http://r.789695.n4.nabble.com/What-type-of-bootstrapping-is-used-in-package-vars-tp3568683p3568683.html
Sent from the R help mailing list archive at Nabble.com.
More information about the R-help
mailing list