R: Bootstrap Prediction Intervals and Bias-Corrected Forecasting

# Bootstrap Prediction Intervals and Bias-Corrected Forecasting

## Documentation for package ‘BootPR’ version 1.0

- DESCRIPTION file.

## Help Pages

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