Prediction Intervals for Quantile Autoregression

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Documentation for package ‘qarPI’ version 0.1.0

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pi_AR_perc Prediction intervals based on AR-perc algorithm
pi_AR_proot Prediction intervals based on AR-proot algorithm
pi_BJ Prediction intervals based on the Box-Jenkins method
pi_CB Prediction intervals based on the CB algorithm
pi_PP Prediction intervals based on PP algorithm
pi_PRR Prediction intervals based on the PRR algorithm
pi_QAR_perc Prediction intervals based on QAR-perc algorithm
pi_QAR_proot Prediction intervals based on QAR-proot algorithm
pi_TS Prediction intervals based on the TS algorithm
pi_X Prediction intervals based on X algorithm