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.
Jae H. Kim
Maintainer: Jae H. Kim <J.Kim@latrobe.edu.au>
| Package: | BootPR |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2023-08-31 |
| License: | GPL version 2 or newer |