I made all the code for the bootstrap and used the command "nulldata
#obs --preserve" to clear the dataset and create new series from the
matrices.
But unfortunately when the nulldata command is used in a loop the
program returns the following error:
"Sorry, this command is not available in loop mode"...
What command can I use which does not create problems in loops?
Bye
Giuseppe
On Wed, 2011-02-02 at 21:39 -0500, Allin Cottrell wrote:
> On Tue, 1 Feb 2011, Giuseppe Vittucci wrote:
>
> > Is there a simple way to do block PAIRS bootstrap?
>
> Create a matrix, X0, holding the data pairs, and an appropriately
> sized matrix, X1, for the result.
>
> matrix X0 = {your_list}
> matrix X1 = zeros(T, cols(X0))
>
> Create a random vector, R, to pick the starting indices of the
> blocks to be selected (you can use the muniform() function,
> suitably scaled).
>
> Loop across the elements of R, picking the selected row-blocks
> from X0 and inserting them progressively into X1.
>
> row = 1
> loop i=1..n
> r = R[i]
> matrix tmp = X0[r:r+b-1,]
> X1[row:row+b-1,] = tmp
> row += b
> endloop
>
> If you want the columns of X1 as series, then use "nulldata" with
> a suitable number of observations plus the --preserve option, and
> do
>
> series y = X1[,1]
> series x = X1[,2]
>
> or similar. Use "setobs" if you want to impose a time series
> interpretation on the resampled data.
>
> Allin Cottrell
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