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 |
| DOI: |
10.32614/CRAN.package.DBfit |
| 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 |
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