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Provides prediction intervals for classical homoscedastic autoregressive models (AR(p)) and quantile autoregressive models (QAR(p)). The package implements percentile-based and predictive-root-based bootstrap procedures for constructing multi-step-ahead prediction intervals. For more details, see Novo and Sanchez-Sellero (2025) <doi:10.48550/arXiv.2512.22018>.
| Version: | 0.1.0 |
| Imports: | stats, quantreg |
| Published: | 2026-04-21 |
| DOI: | 10.32614/CRAN.package.qarPI |
| Author: | Silvia Novo [aut, cre], César Sánchez-Sellero [aut] |
| Maintainer: | Silvia Novo <snovo at est-econ.uc3m.es> |
| BugReports: | https://github.com/SilviaNovo/qarPI/issues |
| License: | GPL-3 |
| URL: | https://github.com/SilviaNovo/qarPI |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | qarPI results |
| Reference manual: | qarPI.html , qarPI.pdf |
| Package source: | qarPI_0.1.0.tar.gz |
| Windows binaries: | r-release: qarPI_0.1.0.zip, r-oldrel: qarPI_0.1.0.zip |
| macOS binaries: | r-release (arm64): qarPI_0.1.0.tgz, r-oldrel (arm64): qarPI_0.1.0.tgz, r-release (x86_64): qarPI_0.1.0.tgz, r-oldrel (x86_64): qarPI_0.1.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.