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BootPR (version 0.60)

Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Description

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

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Version

Install

install.packages('BootPR')

Monthly Downloads

322

Version

0.60

License

GPL-2

Maintainer

Jae H Kim

Last Published

April 12th, 2014

Functions in BootPR (0.60)

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