Package: BootPR 1.0

BootPR: Bootstrap Prediction Intervals and Bias-Corrected Forecasting

Contains functions for bias-Corrected Forecasting and Bootstrap Prediction Intervals for Autoregressive Time Series.

# Install 'BootPR' in R:

install.packages('BootPR', repos = c('https://jh8080.r-universe.dev', 'https://cloud.r-project.org'))

Datasets:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

Last updated from:0d44e66a37. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	97
source / vignettes	OK	143
linux-release-x86_64	OK	123
macos-release-arm64	OK	73
macos-oldrel-arm64	OK	65
windows-devel	OK	66
windows-release	OK	59
windows-oldrel	OK	75
wasm-release	OK	79

Dependencies:

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