[R] Grid Bootstrap

peg4sus sebastian at heidenreich.it
Wed Mar 7 21:06:11 CET 2012

Hey everybody,
I  try to run the grid-bootstrap procedure of Bruce Hansen, but I am a bit
overhelmed... How do I have to adjust the script in order to make it run for
my own time series.
I set the required inputs: 
dat = ts(dat, start=1980, frequency=4)
name <- "test"
t <- 0
ar <- 1
grid <- 10
b <- 100
c <- .95
all <- 1
graph <- 1

What is missing to make it run? I also installed the package pracma...
The file can be downloaded at:
It would be really nice if somebody could help me with this!

Thank you very much!



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