| BootPR-package {BootPR} | R Documentation |
Bootstrap Prediction Intervals and Bias-Corrected Forecasting
Description
The package provides alternative bias-correction methods for univariate autoregressive model parameters; and generate point forecats and prediction intervals for economic time series.
A future version will include the case of vector AR models.
Details
| Package: | BootPR |
| Type: | Package |
| Version: | 1.0 |
| Date: | 2023-08-31 |
| License: | GPL version 2 or newer |
Author(s)
Jae H. Kim
Maintainer: Jae H. Kim <J.Kim@latrobe.edu.au>
[Package BootPR version 1.0 Index]