[R] Problem with calculating the residuals in an AR(p)-model

Hi, I'm trying to calculate the residuals in a one-sided AR(p) model: sum (phi_j (X_t-j - EX)) = epsilon My X is an ARMA(1,1)-model, which can be represented as an AR(infty) model. I calculate the order of the model with AIC and the parameters with the Yule-Walker method. For the residuals, I

[R] Re sampling from an ECDF

Good day everyone, I have about 500 values to generate my ecdf. Now I want to sample 2000 values i.i.d. distributed according to my ecdf. Is it possible to sample from an ecdf? If yes, I would appreciate your help. Martin -- View this message in context:

Re: [R] Re sampling from an ECDF

Say F_n is my ecdf, generated from my sample x. With sample(x, 2000, replace = TRUE) I get a uniformly distributed sample from x. But I need a (re)sample, which is F_n distributed. Now I'm confused, if that makes a difference or not... Regards, Martin Dimitris Rizopoulos-4 wrote: say 'x'

[R] how to sample a block

Hi, I want to sample a block of information. Let's say x is a time series. Using sample(x,5) I get a random sample of length 5 from x. Is it possible to sample consecutive observations, i.e. I sample one observation and also get the next 4 observations? Thanks a lot! Martin -- View this