Man pages for BootPR
Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Andrews.ChenAndrews-Chen median-unbiased estimation for AR models
ARorderAR model order selection
BootAfterBootPIBootstrap-after-Bootstrap Prediction
BootBCBootstrap bias-corrected estimation and forecasting for AR...
BootPIBootstrap prediction intevals and point forecasts with no...
BootPR-packageBootstrap Prediction Intervals and Bias-Corrected Forecasting
IPdataUS industrial production data
LS.AROLS parameter estimates and forecasts, no bias-correction
Plot.ForePlotting point forecasts
Plot.PIPlotting prediction intervals and point forecasts
Roy.FullerRoy-Fuller median-unbiased estimation
ShamanStine.PIBootstrap prediction interval using Shaman and Stine bias...
Stine.Shamanbias-corrected estimation based on Shaman-Stine formula
BootPR documentation built on Aug. 31, 2023, 9:08 a.m.