Bootstrap Prediction Intervals and Bias-Corrected Forecasting


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Documentation for package ‘BootPR’ version 0.60

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BootPR-package Bootstrap Prediction Intervals and Bias-Corrected Forecasting
Andrews.Chen Andrews-Chen median-unbiased estimation for AR models
ARorder AR model order selection
BootAfterBootPI Bootstrap-after-Bootstrap Prediction
BootBC Bootstrap bias-corrected estimation and forecasting for AR models
BootPI Bootstrap prediction intevals and point forecasts with no bias-correction
BootPR Bootstrap Prediction Intervals and Bias-Corrected Forecasting
IPdata US industrial production data
LS.AR OLS parameter estimates and forecasts, no bias-correction
Plot.Fore Plotting point forecasts
Plot.PI Plotting prediction intervals and point forecasts
Roy.Fuller Roy-Fuller median-unbiased estimation
ShamanStine.PI Bootstrap prediction interval using Shaman and Stine bias formula
Stine.Shaman bias-corrected estimation based on Shaman-Stine formula