Parametric Interval Method

Creates prediction intervals using parametric assumptions based on the model's distribution (e.g., assuming normality for ARMA models).

ParametricInterval(positivity_correction = "none")

Arguments

positivity_correction

Method to ensure positive forecasts: "none" or "post_clip" (default: "none")

Value

A spec for a Julia `ParametricInterval`, built when it is used (see [juliabridge::julia_spec()])

Examples

if (FALSE) { # \dontrun{
# Standard parametric intervals
method <- ParametricInterval()

# With positivity correction
method <- ParametricInterval(positivity_correction = "post_clip")
} # }