Outp = resample(V,Inp,Range,NDraw,...)
Outp = resample(V,[],Range,NDraw,...)
V
[ VAR ] - VAR object to resample from.
Inp
[ struct | tseries ] - Input database or tseries used in bootstrap; not needed when 'method=' 'montecarlo'
.
Range
[ numeric ] - Range for which data will be returned.
Outp
[ struct | tseries ] - Resampled output database or tseries.'deviation='
[ true
| false
] - Do not include the constant term in simulations.
'group='
[ numeric | NaN
] - Choose group whose parameters will be used in resampling; required in VAR objects with multiple groups when 'deviation=' false
.
'method='
[ 'bootstrap'
| 'montecarlo'
| function_handle ] - Bootstrap from estimated residuals, resample from normal distribution, or use user-supplied sampler.
'progress='
[ true
| false
] - Display progress bar in the command window.
'randomise='
[ true
| false
] - Randomise or fix pre-sample initial condition.
'wild='
[ true
| false
] - Use wild bootstrap instead of standard Efron bootstrap when 'method=' 'bootstrap'
.