R version 2.13.0 (2011-04-13) Copyright (C) 2011 The R Foundation for Statistical Computing ISBN 3-900051-07-0 Platform: i486-pc-linux-gnu (32-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > x <- c(127800,127700,128500,129400,128800,128800,131300,131100,131500,132900,133500,133400,134828,136488,135943,138717,139223,139869,140507,140259,139220,144033,144683,147354,148813,152657,155912,155271,161382,162106,164825,162810,163398,164844,165910,165774,164881,164861,165501,164334,162229,162748,163915,160890,159779,161106,160659,160007,158917,159052,159507,159107,159925,161327,159957,156997,159316,159793,161383,161828,162887,164071,163810,166708,168481,169913,169602,170559,170943) > 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* 152819.1 9.582928 4509.841 t2* 159779.0 -3437.162000 7616.305 > z <- data.frame(cbind(r$t[,1],r$t[,2])) > colnames(z) <- list('mean','median') > postscript(file="/var/wessaorg/rcomp/tmp/1olsj1321376068.ps",horizontal=F,onefile=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,] 142357.2 148813 [2,] 150173.5 155912 [3,] 152834.0 159779 [4,] 156158.0 161106 [5,] 162497.0 164071 $n [1] 500 500 $conf [,1] [,2] [1,] 152411.1 159412 [2,] 153256.8 160146 $out [1] 141111.6 140892.7 140301.4 133657.3 140507.0 136488.0 144683.0 144033.0 [9] 139223.0 133500.0 140259.0 144683.0 140259.0 139869.0 144033.0 139869.0 [17] 132900.0 147354.0 139223.0 144683.0 147354.0 139223.0 139223.0 139869.0 [25] 144033.0 140507.0 139220.0 144683.0 140507.0 138717.0 147354.0 147354.0 [33] 140507.0 144683.0 140507.0 140259.0 144033.0 147354.0 132900.0 133400.0 [41] 139869.0 139223.0 147354.0 139869.0 144033.0 144033.0 134828.0 140507.0 [49] 147354.0 147354.0 139869.0 144033.0 139869.0 140507.0 138717.0 138717.0 [57] 135943.0 147354.0 144683.0 139869.0 140507.0 136488.0 147354.0 134828.0 [65] 139869.0 144683.0 144033.0 139220.0 140507.0 139223.0 144683.0 134828.0 [73] 131500.0 144033.0 144033.0 144683.0 136488.0 139223.0 139223.0 144683.0 [81] 144683.0 140507.0 139869.0 144683.0 136488.0 147354.0 133500.0 139220.0 [89] 147354.0 134828.0 $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 2 2 2 2 2 [77] 2 2 2 2 2 2 2 2 2 2 2 2 2 2 $names [1] "mean" "median" > > #Note: the /var/wessaorg/rcomp/createtable file can be downloaded at http://www.wessa.net/cretab > load(file="/var/wessaorg/rcomp/createtable") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'Estimation Results of Blocked Bootstrap',6,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'statistic',header=TRUE) > a<-table.element(a,'Q1',header=TRUE) > a<-table.element(a,'Estimate',header=TRUE) > a<-table.element(a,'Q3',header=TRUE) > a<-table.element(a,'S.D.',header=TRUE) > a<-table.element(a,'IQR',header=TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'mean',header=TRUE) > q1 <- quantile(r$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$t[,2]))) > a<-table.element(a,q3-q1) > a<-table.row.end(a) > a<-table.end(a) > table.save(a,file="/var/wessaorg/rcomp/tmp/21q7i1321376068.tab") > > a<-table.start() > a<-table.row.start(a) > a<-table.element(a,'95% Confidence Intervals',3,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'',1,TRUE) > a<-table.element(a,'Mean',1,TRUE) > a<-table.element(a,'Median',1,TRUE) > a<-table.row.end(a) > a<-table.row.start(a) > a<-table.element(a,'Lower Bound',1,TRUE) > a<-table.element(a,b$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/wessaorg/rcomp/tmp/3qpy91321376068.tab") > > try(system("convert tmp/1olsj1321376068.ps tmp/1olsj1321376068.png",intern=TRUE)) character(0) > > > proc.time() user system elapsed 0.855 0.098 0.945