BootPR-package: Bootstrap Prediction Intervals and Bias-Corrected Forecasting

BootPR-packageR Documentation

Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Description

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.

Details

Package: BootPR
Type: Package
Version: 1.0
Date: 2023-08-31
License: GPL version 2 or newer

Author(s)

Jae H. Kim

Maintainer: Jae H. Kim <J.Kim@latrobe.edu.au>


BootPR documentation built on Aug. 31, 2023, 9:08 a.m.