DBfit: A Double Bootstrap Method for Analyzing Linear Models with
Autoregressive Errors
Computes the double bootstrap as discussed in McKnight, McKean, and Huitema (2000) <doi:10.1037/1082-989X.5.1.87>.
The double bootstrap method provides a better fit for a linear model with autoregressive errors than ARIMA when the sample size is small.
Version: |
2.0 |
Depends: |
Rfit |
Published: |
2021-04-30 |
Author: |
Joseph W. McKean and Shaofeng Zhang |
Maintainer: |
Shaofeng Zhang <shaofeng.zhang at wmich.edu> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
CRAN checks: |
DBfit results |
Documentation:
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