Hello everyone, I am doing my dissertation right now, and the topic I am doing is using non-linear models, such as TAR, LSTAR and ESTAR, to estimate and forecast the Chinese Yuan exchange rate. The data I am using is from 25/07/2005 until 21/07/2008. And I splitted the data into two parts, first part is for model estimation and second part is for out-of-sample forecasting. However, I don't know how to set the sample size in S-plus, could everyone tell me how to do it? Many thanks!
Select the part of your original data which you want to sample,then single click the menu : statistics->Resample, then you can set the sample size, methods, and the other parameter. This is done in S-PLUS.
In R, you may need some contributed packages, and you had better look in the R homepage and see the accompanying manual.