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BootPR (version 0.70)
Bootstrap Prediction Intervals and Bias-Corrected Forecasting
Description
Contains functions for bias-Corrected Forecasting and Bootstrap Prediction Intervals for Autoregressive Time Series.
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Version
1.0
0.70
0.60
0.59
0.58
0.57
0.56
0.55
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Install
install.packages('BootPR')
Monthly Downloads
431
Version
0.70
License
GPL-2
Maintainer
Jae Kim
Last Published
June 29th, 2022
Functions in BootPR (0.70)
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BootPI
Bootstrap prediction intevals and point forecasts with no bias-correction
ARorder
AR model order selection
BootAfterBootPI
Bootstrap-after-Bootstrap Prediction
Plot.PI
Plotting prediction intervals and point forecasts
LS.AR
OLS parameter estimates and forecasts, no bias-correction
Plot.Fore
Plotting point forecasts
Andrews.Chen
Andrews-Chen median-unbiased estimation for AR models
IPdata
US industrial production data
BootPR-package
Bootstrap Prediction Intervals and Bias-Corrected Forecasting
BootBC
Bootstrap bias-corrected estimation and forecasting for AR models
Stine.Shaman
bias-corrected estimation based on Shaman-Stine formula
ShamanStine.PI
Bootstrap prediction interval using Shaman and Stine bias formula
Roy.Fuller
Roy-Fuller median-unbiased estimation