Is there a Matlab equivalent to the tsboot function in R?
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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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Robert Kirkby
on 12 May 2024
following is likely relevant, shows how to use bootstrp() to perform block bootstrap
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Karan Nandankar
on 24 Dec 2020
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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