numb.lags: Number of lags for which to compute autocorrelations
rep.Bootstrap: Number of bootstrap replicates to use
conf.alpha: Confidence level for the quantile intervals
julia: if TRUE, the bootstrap is run with Julia.
julia_seed: Seed for the julia implementation. Only used if julia equals TRUE.
Returns
an object of class cocoBoot. It contains the bootstraped confidence intervals of the autocorrelations and information on the model specifications.
Details
Computes bootstrap confidence intervals for the autocorrelations of a fitted model.
Examples
lambda <-1alpha <-0.4set.seed(12345)data <- cocoSim(order =1, type ="Poisson", par = c(lambda, alpha), length =100)fit <- cocoReg(order =1, type ="Poisson", data = data)#assessment using bootstrap - R implementationboot_r <- cocoBoot(fit, rep.Bootstrap=400)
References
Tsay, R. S. (1992) Model checking via parametric bootstraps in time series analysis. Applied Statistics 41 , 1--15.