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Is there a Matlab equivalent to the tsboot function in R?

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Kevin Egan
Kevin Egan 2020년 1월 28일
답변: Karan Nandankar 2020년 12월 24일
I am working with time series data and different functions developed in R and Matlab. I was wondering if there was a similar MATLAB function that develops similar results as the tsboot() function in R.
I've reviewed https://www.spg.tu-darmstadt.de/res/dl/bootstraptoolboxformatlab/bootstrapmatlabtoolbox.en.jsp and it is still not clear how this would develop similar results.
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Kevin Egan
Kevin Egan 2020년 1월 28일
According to the boot package, "Generate bootstrap replicates of a statistic applied to a time series. The replicate time series can be generated using fixed or random block lengths or can be model based replicates."
Typically, the bootstrp function would work, but from my understanding block bootstrapping is necessary to perform bootstrapping on time series data.

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Karan Nandankar
Karan Nandankar 2020년 12월 24일
Hi,
For bootstraping Time series data in MATLAB, you can try using the function bootstrp(), which draws 'n' bootstrap samples and calculates the statistic.
You can also refer below File Exchange example for Bootstraping Time series data,
https://www.mathworks.com/matlabcentral/fileexchange/53701-bootstrapping-time-series

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