Compare the bootstrap confidence intervals

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Reference no: EM131355535

Here we look at some further applications of the bootstrap.

a. Bootstrap the autocorrelations of Figure 2, and compare the bootstrap confidence intervals to the dashed lines given in the plots. (Here the bootstrap sample is taken by resampling the data with replacement.)

b. Bootstrap the spline fit shown in Figure, and use the results to attach a measure of uncertainty to the spline fit. (Here we bootstrap by resampling the residuals, as in given Example. However, instead of showing histograms of the coefficients, you should present the range of fitted curves on a plot.)

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Reference no: EM131355535

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