BootPR
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Software:28719
swMATH16855CRANBootPRMaRDI QIDQ28719
Bootstrap Prediction Intervals and Bias-Corrected Forecasting
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
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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