embb.sample {boodd}R Documentation

EMBB Method

Description

The function constructs a bootstrap sample using the Extension of Moving Block Bootstrap (EMBB) method or its circular version (CEMBB). The EMBB and CEMBB are suitable for periodically correlated and almost periodically correlated time series.

Usage

	embb.sample(x,length.block,method=c("movingblock","circular"))

Arguments

x

An (almost) periodically correlated time series.

length.block

A positive integer; the number of bootstrap samples.

method

The bootstrap method: * "movingblock" - EMBB, * "circular" - CEMBB.

Details

The argument method can be set to "movingblock" (in the case of the EMBB) or to "circular" (in the case of CEMBB). Method names may be abbreviated.

Value

The embb.sample returns an object of type embb (not of type boodd), containing a matrix whose first column is the bootstrapped sample and second column contains the original time indices of the chosen observations.

References

Bertail, P. and Dudek, A. (2025). Bootstrap for Dependent Data, with an R package (by Bernard Desgraupes and Karolina Marek) - submitted.

A.E. Dudek (2015). Circular block bootstrap for coefficients of autocovariance function of almost periodically correlated time series, Metrika, 78, 313-335.

A.E. Dudek (2018). Block bootstrap for periodic characteristics of periodically correlated time series. Journal of Nonparametric Statistics, 30, 87-124.

See Also

embb, seasonalMean,seasonalVar, seasonalACF, meanCoeff, acfCoeff.

Examples

 # Generate a periodically correlated time series
 n=200
 b <- arima.sim(n = n, model = list(ar = c(0.5, 0.4), na = 0.5))
 period <- 12 
 x <- 5*cos(2 * pi /period * (1:n))+5*b * cos(2 * pi /period * (1:n))
 X_ts = ts(x)
 bootstrapped_X <- embb.sample(X_ts, length.block = 15, method = "movingblock")

[Package boodd version 0.1 Index]