BootPR v0.60


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Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Bias-Corrected Forecasting and Bootstrap Prediction Intervals for Autoregressive Time Series

Functions in BootPR

Name Description
Plot.Fore Plotting point forecasts
Plot.PI Plotting prediction intervals and point forecasts
Andrews.Chen Andrews-Chen median-unbiased estimation for AR models
Stine.Shaman bias-corrected estimation based on Shaman-Stine formula
LS.AR OLS parameter estimates and forecasts, no bias-correction
Roy.Fuller Roy-Fuller median-unbiased estimation
ARorder AR model order selection
BootAfterBootPI Bootstrap-after-Bootstrap Prediction
IPdata US industrial production data
BootPI Bootstrap prediction intevals and point forecasts with no bias-correction
ShamanStine.PI Bootstrap prediction interval using Shaman and Stine bias formula
BootBC Bootstrap bias-corrected estimation and forecasting for AR models
BootPR-package Bootstrap Prediction Intervals and Bias-Corrected Forecasting
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Type Package
Date 2014-04-12
License GPL-2
Packaged 2014-04-12 05:00:57 UTC; jkim
NeedsCompilation no
Repository CRAN
Date/Publication 2014-04-12 23:08:50
Contributors Jae. Kim

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