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:

Reference manual: DBfit.pdf

Downloads:

Package source: DBfit_2.0.tar.gz
Windows binaries: r-devel: DBfit_2.0.zip, r-release: DBfit_2.0.zip, r-oldrel: DBfit_2.0.zip
macOS binaries: r-release (arm64): DBfit_2.0.tgz, r-oldrel (arm64): DBfit_2.0.tgz, r-release (x86_64): DBfit_2.0.tgz, r-oldrel (x86_64): DBfit_2.0.tgz
Old sources: DBfit archive

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