BootPR

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Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Jae. H. Kim

Last update: 31 August 2023

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.70, 0.55, 0.56, 0.57, 0.58, 0.59, 0.60, 1.0

Source code repository: https://github.com/cran/BootPR

Description

Contains functions for bias-Corrected Forecasting and Bootstrap Prediction Intervals for Autoregressive Time Series.

Related Items (2)

Bias-correction and endogenous lag order algorithm for bootstrap prediction intervals. Discussion on: ``Bootstrap prediction intervals for linear, nonlinear and nonparametric autoregressions ⋮ Finite-sample properties of estimators for first and second order autoregressive processes

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