Nothing
RoyFuller1T.PI <-
function(x,p,h,nboot,prob,type)
{
set.seed(12345)
n <- nrow(x)
BC <- Roy.Fuller(x,p,h,type)
b <- BC$coef
e <- sqrt( (n-p) / ( (n-p)-length(b)))*BC$resid
fore <- matrix(NA,nrow=nboot,ncol=h)
for(i in 1:nboot)
{
index <- as.integer(runif(n-p, min=1, max=nrow(e)))
es <- e[index,1]
xs <- ysT(x, b, es)
{
if( sum(b[1:p]) == 1)
{as <- rbind(1,estmf(xs,p,1))
bs <- arlevel(as,p)}
else
bs <- Roy.Fuller(xs,p,h,type)$coef
}
fore[i,] <- ART.ForeB(xs,bs,h,e,length(bs)-1)
}
Interval <- matrix(NA,nrow=h,ncol=length(prob),dimnames=list(1:h,prob))
for( i in 1:h)
Interval[i,] <- quantile(fore[,i],probs=prob)
return(list(PI=Interval,forecast=BC$forecast))
}
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