1
$\begingroup$

Can someone help me with a code how to bootstrap p values in R using Boot or boot package?

regCSS30 <- dyn$lm(lag(eval(parse(text="HV")),-30) ~ lag((eval(parse(text="CSS30"))),0), data=window(ts_CM30, 1975, 2015))

My regression is of the following type, how can I bootstrap p-values?

Thank you very much.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.