Plot.PI: Plotting prediction intervals and point forecasts

In BootPR: Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Plotting prediction intervals and point forecasts

Description

The function returns plots the point forecasts and prediction intervals

Usage

Plot.PI(x, fore, Interval, start, end, frequency)

Arguments

x	a time series data set
fore	point forecasts
Interval	Prediction Intervals
start	starting date
end	ending date
frequency	data frequency

Details

frequency=1 for annual data, 4 for quarterly data, 12 for monthly data

start=c(1980,4) indicates April 1980 if frequency=12

end = c(2000,1) indicates 1st quarter of 2000 if freqeuncy = 4

Value

plot

Author(s)

Jae H. Kim

Examples

data(IPdata)
PI <- ShamanStine.PI(IPdata,p=1,h=10,nboot=100,prob=c(0.025,0.05,0.95,0.975),type="const+trend",0)
Plot.PI(IPdata,PI$forecast,PI$PI,start=1860,end=1988,frequency=1)

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