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: 0.55
Date: 2008-04-18
License: GPL version 2 or newer

Author(s)

Jae H. Kim

Maintainer: Jae H. Kim <Jae.Kim@BusEco.monash.edu.au>


[Package BootPR version 0.56 Index]