> On Dec 1, 2016, at 7:45 AM, Ashwini Patil <ash369s...@gmail.com> wrote: > > Hi, > > I want to implement a bootstrap method for time series. > I am taking the adj close values from yahoo for NFLX and now I need to > bootstrap these values using ARIMA model. > > here is my code so far: > rm(list = ls()) > library(boot) > library(tseries) > library(TTR) > library(quantmod) > library(scales) > library(forecast) > library(zoo) > library(TSA) > security<-"NFLX" > startDate<-"2012-06-01" > endDate<-"2016-10-31" > qte_list<-c("AdjClose") > > data=get.hist.quote(instrument = security, startDate, endDate, quote = > qte_list, provider = "yahoo" ) > logret<-diff(log(data[,1])) > fit11<-auto.arima(logret, max.order=10) > > When i use auto.arima, I get an order of (0,0,0) with non-zero mean. After > this, I tried to use tsboot function but it is not yielding any answers.
_How_ did you use tsboot? > > Any and all help is appreciated. > > Thank you! > > [[alternative HTML version deleted]] Plain text. Please. Per the Posting Guide. > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. David Winsemius Alameda, CA, USA ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.