VARBOOTSETUP,VARBOOTDRAWS procedures

[TomDoan]

This pair of procedures (on the file varbootsetup.src since you have to use it first) is used to generate bootstrapped data for a Vector Autoregression using a conventional parametric bootstrap. However, their use isn't limited only to VAR's—you can use them to generate data from almost any linear model.

varbootsetup.src

Detailed Description

e1.dat

Data file for example

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