Re: [R] Bootstrap using ARIMA model

2016-12-03 Thread David Winsemius
> On Dec 1, 2016, at 1:58 PM, Ashwini Patil wrote: > > Hi David, > > here is my code including what i did for the tsboot: > rm(list = ls()) > library(boot) > library(tseries) > library(TTR) > library(quantmod) > library(scales) > library(forecast) > library(zoo) > library(TSA) > security<-"NFLX

Re: [R] Bootstrap using ARIMA model

2016-12-01 Thread Ashwini Patil
Hi David, here is my code including what i did for the tsboot: 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.

Re: [R] Bootstrap using ARIMA model

2016-12-01 Thread Bert Gunter
Just briefly to follow up David's comment, though this is mainly about statistics and therefore off topic here... Bootstrapping time series is a subtle issue that requires familiarity with the technical details-- and maybe even current research. The tsboot() function gives you several options from

Re: [R] Bootstrap using ARIMA model

2016-12-01 Thread David Winsemius
> On Dec 1, 2016, at 7:45 AM, Ashwini Patil 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(bo

[R] Bootstrap using ARIMA model

2016-12-01 Thread Ashwini Patil
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) librar