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R/FFuller.R
In BootPR: Bootstrap Prediction Intervals and Bias-Corrected Forecasting
Defines functions
FFuller
FFuller <-
function(x,p,h)
{
x <- as.matrix(x)
n <- nrow(x)
b <- fuller(x,p)
e <- RESID(x,b)
f <- {}
if(h > 0)
f <- AR.Fore(x,b,h)
return(list(coef=b,resid=e,forecast=f))
}
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BootPR documentation built on Aug. 31, 2023, 9:08 a.m.
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Defines functions FFuller
FFuller <-
function(x,p,h)
{
x <- as.matrix(x)
n <- nrow(x)
b <- fuller(x,p)
e <- RESID(x,b)
f <- {}
if(h > 0)
f <- AR.Fore(x,b,h)
return(list(coef=b,resid=e,forecast=f))
}
Try the BootPR package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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