I am trying to run the following code to obtain bootstrapped time series by using tsbootstrap
function from resamplr
package
library(quantmod)
library(resamplr)
# get prices
symbols <- c("SPY","IEF")
getSymbols(symbols, from = as.Date("2000-02-01") ,adjusted=TRUE)
prices <- list()
for(i in 1:length(symbols)) {
tmp <- Ad(get(symbols[[i]]))
prices[[i]] <- tmp
}
prices <- do.call(cbind, prices)
names(prices)<-symbols
# get returns
returns<-diff(log(prices))
# bootstrap
ns<-tsbootstrap((returns), R = 10, size = 500, m = nrow(returns),type = "geom")
I get the following error:
Error in UseMethod("tsbootstrap") :
no applicable method for 'tsbootstrap' applied to an object of class "c('xts', 'zoo')"
Information on my system:
R version 3.6.2 (2019-12-12)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows 10 x64 (build 18362)
Matrix products: default
locale:
[1] LC_COLLATE=English_United Kingdom.1252 LC_CTYPE=English_United Kingdom.1252
[3] LC_MONETARY=English_United Kingdom.1252 LC_NUMERIC=C
[5] LC_TIME=English_United Kingdom.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] PerformanceAnalytics_1.5.3 resamplr_0.0.1 quantmod_0.4-15 TTR_0.23-6
[5] xts_0.12-0 zoo_1.8-7
loaded via a namespace (and not attached):
[1] Rcpp_1.0.3 rstudioapi_0.11 magrittr_1.5 tidyselect_1.0.0 lattice_0.20-38 R6_2.4.1
[7] quadprog_1.5-8 rlang_0.4.4 dplyr_0.8.4 tools_3.6.2 grid_3.6.2 broom_0.5.4
[13] nlme_3.1-142 modelr_0.1.5 assertthat_0.2.1 lifecycle_0.1.0 tibble_2.1.3 crayon_1.3.4
[19] purrr_0.3.3 tidyr_1.0.2 vctrs_0.2.2 curl_4.3 glue_1.3.1 compiler_3.6.2
[25] pillar_1.4.3 backports_1.1.5 generics_0.0.2 pkgconfig_2.0.3
Does anybody have already solved this error?
Many thanks