Comments on: Bootstrap example https://eranraviv.com/bootstrap-example/ Modern statistics and econometrics with applications to financial markets Mon, 30 Apr 2012 12:53:39 +0000 hourly 1 https://wordpress.org/?v=6.9.1 By: Eran https://eranraviv.com/bootstrap-example/#comment-230 Sun, 01 Apr 2012 17:29:30 +0000 https://eranraviv.com/?p=740#comment-230 Hi Hrishikesh
I am sure there might be an easier way, but here I just used this command from “library(fields)”.

As you can see I used returns, so it IS stationary.
ret1 = as.numeric((dat1[,4] – dat1[,1])/dat1[,1] )
ret2 = as.numeric((dat2[,4] – dat2[,1])/dat2[,1])

by the way, I enjoyed your “hands-on intermediate econometric using R”, your most recent book is on my “to read” list.

]]> By: H. D. Vinod https://eranraviv.com/bootstrap-example/#comment-229 Sat, 31 Mar 2012 21:00:18 +0000 https://eranraviv.com/?p=740#comment-229 the command xlines does not work
Is it in a package I have to load? If so what package.
Did you mean lines?

since there are both nonstationary time series you may consider my
R package “meboot” explained in a paper in J statsoft and also as
a vignette

]]> By: Alex https://eranraviv.com/bootstrap-example/#comment-228 Sat, 31 Mar 2012 13:38:04 +0000 https://eranraviv.com/?p=740#comment-228 Nice post.

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