BootPR-package

0th

Percentile

Bootstrap Prediction Intervals and Bias-Corrected Forecasting

The package provides alternative bias-correction methods for univariate autoregressive model parameters; and generate point forecats and prediction intervals for economic time series.

A future version will include the case of vector AR models.

Keywords
ts
Details

Package:
BootPR
Type:
Package
Version:
0.59
Date:
2014-03-31
License:
GPL version 2 or newer

Aliases
  • BootPR-package
  • BootPR
Documentation reproduced from package BootPR, version 0.60, License: GPL-2

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