> 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!
>
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David Winsemius
Alameda, CA, USA
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