Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Documentation for package ‘BootPR’ version 0.55

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