BootPR: Bootstrap Prediction Intervals and Bias-Corrected Forecasting

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

Author
Jae. H. Kim
Date of publication
2014-04-12 23:08:50
Maintainer
Jae H. Kim <J.Kim@latrobe.edu.au>
License
GPL-2
Version
0.60

View on CRAN

Man pages

Andrews.Chen
Andrews-Chen median-unbiased estimation for AR models
ARorder
AR model order selection
BootAfterBootPI
Bootstrap-after-Bootstrap Prediction
BootBC
Bootstrap bias-corrected estimation and forecasting for AR...
BootPI
Bootstrap prediction intevals and point forecasts with no...
BootPR-package
Bootstrap Prediction Intervals and Bias-Corrected Forecasting
IPdata
US industrial production data
LS.AR
OLS parameter estimates and forecasts, no bias-correction
Plot.Fore
Plotting point forecasts
Plot.PI
Plotting prediction intervals and point forecasts
Roy.Fuller
Roy-Fuller median-unbiased estimation
ShamanStine.PI
Bootstrap prediction interval using Shaman and Stine bias...
Stine.Shaman
bias-corrected estimation based on Shaman-Stine formula

Files in this package

BootPR
BootPR/NAMESPACE
BootPR/data
BootPR/data/IPdata.rda
BootPR/R
BootPR/R/RoyFuller1T.PI.R
BootPR/R/RoyFuller1.PI.R
BootPR/R/RESID.R
BootPR/R/AR.ForeB.R
BootPR/R/BootstrapTB.R
BootPR/R/BootT.PI.R
BootPR/R/OLS.AR.R
BootPR/R/RE.LSMT.R
BootPR/R/Plot.PI.R
BootPR/R/ART.ForeB.R
BootPR/R/adjust.R
BootPR/R/alphas.R
BootPR/R/ShamanStine1.PI.R
BootPR/R/BootAfterBoot.PI.R
BootPR/R/ARnames.R
BootPR/R/Andrews.Chen.R
BootPR/R/estmf.R
BootPR/R/Shaman.StineB.R
BootPR/R/FFullerT.R
BootPR/R/ShamanStine2.PI.R
BootPR/R/LSMT.R
BootPR/R/Roy.Fuller.R
BootPR/R/arlevel.R
BootPR/R/LSE.R
BootPR/R/ysbT.R
BootPR/R/BootstrapT.R
BootPR/R/Andrews.Chen1.R
BootPR/R/Plot.Fore.R
BootPR/R/ShamanStine.PI.R
BootPR/R/Boot.PI.R
BootPR/R/estmf0.R
BootPR/R/BootstrapB.R
BootPR/R/LSMBT.R
BootPR/R/Stine.Shaman.R
BootPR/R/ShamanStine2T.PI.R
BootPR/R/ART.Fore.R
BootPR/R/fuller.R
BootPR/R/LS.AR.R
BootPR/R/Stine.R
BootPR/R/BootPI.R
BootPR/R/OLS.ART.R
BootPR/R/alphas0.R
BootPR/R/fuller1.R
BootPR/R/StineT.R
BootPR/R/RoyFuller.PI.R
BootPR/R/ysb.R
BootPR/R/ShamanStine1T.PI.R
BootPR/R/Shaman.Stine.R
BootPR/R/Bootstrap.R
BootPR/R/Andrews.Chen2.R
BootPR/R/alpha.u.R
BootPR/R/Shaman.StineBT.R
BootPR/R/ARnames2.R
BootPR/R/RoyFuller2.PI.R
BootPR/R/alpha.u0.R
BootPR/R/BootBC.R
BootPR/R/BootAfterBootT.PI.R
BootPR/R/fullerT.R
BootPR/R/LSMB.R
BootPR/R/ys.R
BootPR/R/LSM.R
BootPR/R/RE.LSMTB.R
BootPR/R/RESIDT.R
BootPR/R/ART.order.R
BootPR/R/LSET.R
BootPR/R/FFuller.R
BootPR/R/ysT.R
BootPR/R/BootAfterBootPI.R
BootPR/R/Shaman.StineT.R
BootPR/R/ARorder.R
BootPR/R/RoyFuller2T.PI.R
BootPR/R/AR.Fore.R
BootPR/R/AR.order.R
BootPR/R/mainf.R
BootPR/MD5
BootPR/DESCRIPTION
BootPR/man
BootPR/man/BootBC.Rd
BootPR/man/IPdata.Rd
BootPR/man/BootPR-package.Rd
BootPR/man/ShamanStine.PI.Rd
BootPR/man/BootPI.Rd
BootPR/man/Roy.Fuller.Rd
BootPR/man/LS.AR.Rd
BootPR/man/Plot.Fore.Rd
BootPR/man/ARorder.Rd
BootPR/man/Stine.Shaman.Rd
BootPR/man/Andrews.Chen.Rd
BootPR/man/Plot.PI.Rd
BootPR/man/BootAfterBootPI.Rd