Is there a Matlab equivalent to the tsboot function in R?

I am working with time series data and different functions developed in R and Matlab. I was wondering if there was a similar MATLAB function that develops similar results as the tsboot() function in R.

I've reviewed https://www.spg.tu-darmstadt.de/res/dl/bootstraptoolboxformatlab/bootstrapmatlabtoolbox.en.jsp and it is still not clear how this would develop similar results.

[Star Strider]

I am not certain what the R function does, so I cannot comment on it specifically. That is also the reason I am not posting this as an Answer.

The Statistics and Machine Learning Toolbox has the bootstrp, bootci and similar functions (linked in and at the end of the documentation for them).

[Kevin Egan]

According to the boot package, "Generate bootstrap replicates of a statistic applied to a time series. The replicate time series can be generated using fixed or random block lengths or can be model based replicates."

Typically, the bootstrp function would work, but from my understanding block bootstrapping is necessary to perform bootstrapping on time series data.

[Robert Kirkby]

following is likely relevant, shows how to use bootstrp() to perform block bootstrap

https://au.mathworks.com/matlabcentral/answers/660618-how-to-perform-block-boostrap-resampling-with-matlab

Answer 1

[Karan Nandankar]

Hi,

For bootstraping Time series data in MATLAB, you can try using the function bootstrp(), which draws 'n' bootstrap samples and calculates the statistic.

You can also refer below File Exchange example for Bootstraping Time series data,

https://www.mathworks.com/matlabcentral/fileexchange/53701-bootstrapping-time-series