R version 2.9.0 (2009-04-17)
Copyright (C) 2009 The R Foundation for Statistical Computing
ISBN 3-900051-07-0

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> x <- c(61.712,62.084,61.406,60.724,58.904,58.722,59.704,60.674,59.813,60.568,61.401,61.427,61.080,61.999,63.888,66.284,67.309,66.685,65.404,65.045,63.867,64.156,62.224,63.193,64.256,66.153,68.072,68.245,68.741,67.795,67.315,67.245,66.448,69.112,71.787,74.366,76.337,77.618,77.090,76.925,78.384,80.462,82.765,85.033,83.608,81.813,81.467,80.708,80.631,79.133,77.396,75.491,74.267,72.882,71.286,70.737,67.425,67.530,67.157,67.215,66.268,66.053,54.905,54.459,51.159,44.725,40.184,44.094,46.904,47.141,45.052,42.758,41.388,41.154,40.019,39.928,38.598,36.584,32.566,30.140,27.713,25.380,23.823,21.376,18.696,16.304,14.203,11.807,7.551,4.215,3.346,3.010,2.849,2.485,1.744,1.221,803,553,314,204,125,55,53,27,10,6)
> par2 = '12'
> par1 = '500'
> par1 <- as.numeric(par1)
> par2 <- as.numeric(par2)
> if (par1 < 10) par1 = 10
> if (par1 > 5000) par1 = 5000
> if (par2 < 3) par2 = 3
> if (par2 > length(x)) par2 = length(x)
> library(lattice)
> library(boot)

Attaching package: 'boot'


	The following object(s) are masked from package:lattice :

	 melanoma 

> boot.stat <- function(s)
+ {
+ s.mean <- mean(s)
+ s.median <- median(s)
+ c(s.mean, s.median)
+ }
> (r <- tsboot(x, boot.stat, R=par1, l=12, sim='fixed'))

BLOCK BOOTSTRAP FOR TIME SERIES

Fixed Block Length of 12 

Call:
tsboot(tseries = x, statistic = boot.stat, R = par1, l = 12, 
    sim = "fixed")


Bootstrap Statistics :
    original     bias    std. error
t1* 69.72613 -0.2266443   12.980110
t2* 62.15400 -1.1788820    7.426451
> z <- data.frame(cbind(r$t[,1],r$t[,2]))
Warning message:
In data.row.names(row.names, rowsi, i) :
  some row.names duplicated: 2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,20,21,22,23,24,25,26,27,28,29,30,31,32,33,34,35,36,37,38,39,40,41,42,43,44,45,46,47,48,49,50,51,52,53,54,55,56,57,58,59,60,61,62,63,64,65,66,67,68,69,70,71,72,73,74,75,76,77,78,79,80,81,82,83,84,85,86,87,88,89,90,91,92,93,94,95,96,97,98,99,100,101,102,103,104,105,106,107,108,109,110,111,112,113,114,115,116,117,118,119,120,121,122,123,124,125,126,127,128,129,130,131,132,133,134,135,136,137,138,139,140,141,142,143,144,145,146,147,148,149,150,151,152,153,154,155,156,157,158,159,160,161,162,163,164,165,166,167,168,169,170,171,172,173,174,175,176,177,178,179,180,181,182,183,184,185,186,187,188,189,190,191,192,193,194,195,196,197,198,199,200,201,202,203,204,205,206,207,208,209,210,211,212,213,214,215,216,217,218,219,220,221,222,223,224,225,226,227,228,229,230,231,232,233,234,235,236,237,238,239,240,241,242,243,244,245,246,247,248,249,250,251,252,253,254,255,256,257,258,259,260,261,262,263,264,265,266,267,268,269,270,271 [... truncated]
> colnames(z) <- list('mean','median')
> postscript(file="/var/www/html/rcomp/tmp/19fsd1290703734.ps",horizontal=F,pagecentre=F,paper="special",width=8.3333333333333,height=5.5555555555556) 
> b <- boxplot(z,notch=TRUE,ylab='simulated values',main='Bootstrap Simulation - Central Tendency')
> grid()
> dev.off()
null device 
          1 
> b
$stats
          [,1]    [,2]
[1,]  39.08320 52.0795
[2,]  59.79899 60.1905
[3,]  68.27009 62.1540
[4,]  77.39349 66.1280
[5,] 103.74454 74.3660

$n
[1] 500 500

$conf
         [,1]     [,2]
[1,] 67.02687 61.73446
[2,] 69.51331 62.57354

$out
 [1] 104.6563 107.5477 105.6245 105.4407  45.8145  49.1500  44.7250  42.4545
 [9]  45.9780  40.1015  38.5980  47.0225  46.9040  49.1500  44.8885  51.1590
[17]  47.1410  45.9780  44.4095  44.7250  75.4910  41.3880  41.1540  45.0520
[25]  45.9780  47.1410  47.0225  50.0705  49.1500  45.9780  49.1500  41.2710
[33]  49.1500  44.0940  45.9780  46.9040  43.9050  51.1590  43.4260  41.1540
[41]  47.0225  42.0730  30.1400  42.0730  47.0225  47.0225  75.9140  47.1410
[49]  42.0730  47.1410  51.1590  45.0520  45.9780  45.9780  39.2630  76.9250
[57]  51.1590  39.9280  41.2710  44.0940  16.3040  51.1590  42.7580  50.0705
[65]  38.5980  44.7250  42.0730  39.2630  45.0520  44.4095  45.0520

$group
 [1] 1 1 1 1 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2
[39] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2 2

$names
[1] "mean"   "median"

> 
> #Note: the /var/www/html/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab
> load(file="/var/www/html/rcomp/createtable")
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'Estimation Results of Blocked Bootstrap',6,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'statistic',header=TRUE)
> a<-table.element(a,'Q1',header=TRUE)
> a<-table.element(a,'Estimate',header=TRUE)
> a<-table.element(a,'Q3',header=TRUE)
> a<-table.element(a,'S.D.',header=TRUE)
> a<-table.element(a,'IQR',header=TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'mean',header=TRUE)
> q1 <- quantile(r$t[,1],0.25)[[1]]
> q3 <- quantile(r$t[,1],0.75)[[1]]
> a<-table.element(a,q1)
> a<-table.element(a,r$t0[1])
> a<-table.element(a,q3)
> a<-table.element(a,sqrt(var(r$t[,1])))
> a<-table.element(a,q3-q1)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'median',header=TRUE)
> q1 <- quantile(r$t[,2],0.25)[[1]]
> q3 <- quantile(r$t[,2],0.75)[[1]]
> a<-table.element(a,q1)
> a<-table.element(a,r$t0[2])
> a<-table.element(a,q3)
> a<-table.element(a,sqrt(var(r$t[,2])))
> a<-table.element(a,q3-q1)
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/2n7q41290703734.tab") 
> 
> a<-table.start()
> a<-table.row.start(a)
> a<-table.element(a,'95% Confidence Intervals',3,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'',1,TRUE)
> a<-table.element(a,'Mean',1,TRUE)
> a<-table.element(a,'Median',1,TRUE)
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Lower Bound',1,TRUE)
> a<-table.element(a,b$conf[1,1])
> a<-table.element(a,b$conf[1,2])
> a<-table.row.end(a)
> a<-table.row.start(a)
> a<-table.element(a,'Upper Bound',1,TRUE)
> a<-table.element(a,b$conf[2,1])
> a<-table.element(a,b$conf[2,2])
> a<-table.row.end(a)
> a<-table.end(a)
> table.save(a,file="/var/www/html/rcomp/tmp/397691290703734.tab") 
> 
> try(system("convert tmp/19fsd1290703734.ps tmp/19fsd1290703734.png",intern=TRUE))
character(0)
> 
> 
> proc.time()
   user  system elapsed 
  0.742   0.186   1.609