qarPI

MaRDI QIDQ7378763CRANFDO

Authors Silvia Novo, César Sánchez-Sellero

Last update 21 April 2026

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0

Description

Provides prediction intervals for classical homoscedastic autoregressive models (AR(p)) and quantile autoregressive models (QAR(p)). The package implements percentile-based and predictive-root-based bootstrap procedures for constructing multi-step-ahead prediction intervals. For more details, see Novo and Sanchez-Sellero (2025) <doi:10.48550/arXiv.2512.22018>.

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