R bootstrap time series -


i generate 4 bootstrap samples time series data set , have each new bootstrapped sample become new list element. sample size needs same length original data set. can please give me hand? come far.

data <- ts(matrix(rnorm(36), 12, 3), start=c(2012, 1), frequency=12) data replicate(4, apply(data, 1, sample, replace=true)) 

you there. description wasn't totally clear @ first, comment cleared up. need apply across columns, , use list make each replicate list element:

boot <- replicate( 4 , list( apply(data , 2 , function(x) sample( x , replace=true ) ) ) )  class(boot) #[1] "list"  length( boot ) #[1] 4  head(boot[[1]])  #       series 1    series 2   series 3 #[1,]  0.4652513 -0.02065698  0.3328945 #[2,]  0.6649865  0.08845410  0.2032134 #[3,]  0.5975473 -1.64571306  1.6516726 #[4,]  0.5975473 -0.23359075 -0.3255437 #[5,]  0.4008458  0.42180633  1.8402009 #[6,] -0.5436319  1.17034910  0.3456304 

edit

since need whole rows @ time easier!

boot <- replicate( 4 , list( data[ sample( nrow(data) , replace = true ) , ] ) ) 

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