Block bootstrap standard errors for the EVBS regression model

Nonparametric moving-block bootstrap for the parameters of the EVBS regression model. Intended for series with residual serial dependence, where the standard errors obtained from the observed information under the independence assumption are optimistic.

Usage

evbs_block_boot(X, y, L = 4, B = 500)

Arguments

X

Design matrix (including the intercept column).

y

Response vector.

L

Block length.

B

Number of bootstrap resamples.

Value

A list with the bootstrap standard errors and the matrix of bootstrap estimates.

Examples

# \donttest{
data(itajai)
evbs_block_boot(cbind(1, itajai$pressure), itajai$wind, L = 4, B = 100)$se
#>       beta0       beta1       alpha        gama 
#> 3.394828686 0.003359365 0.011982107 0.089169799 
# }