IRIS Toolbox Reference Manual

## resample

Resample from a VAR object

#### Syntax

    Outp = resample(V,Inp,Range,NDraw,...)
    Outp = resample(V,[],Range,NDraw,...)

#### Input arguments

- `V` [ VAR ] - VAR object to resample from.

- `Inp` [ struct | tseries ] - Input database or tseries used in bootstrap; not needed when `'method=' 'montecarlo'`.

- `Range` [ numeric ] - Range for which data will be returned.

#### Output arguments

- `Outp` [ struct | tseries ] - Resampled output database or tseries.

#### Options

- `'deviation='` [ `true` | `false` ] - Do not include the constant term in simulations.

- `'group='` [ numeric | `NaN` ] - Choose group whose parameters will be used in resampling; required in VAR objects with multiple groups when `'deviation=' false`.

- `'method='` [ 'bootstrap' | 'montecarlo' | function_handle ] - Bootstrap from estimated residuals, resample from normal distribution, or use user-supplied sampler.

- `'progress='` [ `true` | `false` ] - Display progress bar in the command window.

- `'randomise='` [ `true` | `false` ] - Randomise or fix pre-sample initial condition.

- `'wild='` [ `true` | `false` ] - Use wild bootstrap instead of standard Efron bootstrap when `'method=' 'bootstrap'`.

#### Description

#### Example

IRIS Toolbox. Copyright © 2007—2013 Jaromir Benes.