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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "tsPI" in publications use:'
type: software
license: GPL-3.0-only
title: 'tsPI: Improved Prediction Intervals for ARIMA Processes and Structural Time
  Series'
version: 1.0.4
identifiers:
- type: doi
  value: 10.32614/CRAN.package.tsPI
abstract: Prediction intervals for ARIMA and structural time series models using importance
  sampling approach with uninformative priors for model parameters, leading to more
  accurate coverage probabilities in frequentist sense. Instead of sampling the future
  observations and hidden states of the state space representation of the model, only
  model parameters are sampled, and the method is based solving the equations corresponding
  to the conditional coverage probability of the prediction intervals. This makes
  method relatively fast compared to for example MCMC methods, and standard errors
  of prediction limits can also be computed straightforwardly.
authors:
- family-names: Helske
  given-names: Jouni
  email: jouni.helske@iki.fi
preferred-citation:
  type: manual
  title: 'tsPI: Bayesian Prediction Intervals for ARIMA Processes and Structural Time
    Series'
  authors:
  - family-names: Helske
    given-names: Jouni
    email: jouni.helske@iki.fi
  year: '2023'
  notes: R package version 1.0.4
  url: https://github.com/helske/tsPI
repository: https://CRAN.R-project.org/package=tsPI
repository-code: https://github.com/helske/tsPI
url: https://github.com/helske/tsPI
date-released: '2023-09-04'
contact:
- family-names: Helske
  given-names: Jouni
  email: jouni.helske@iki.fi
references:
- type: generic
  title: Improved frequentist prediction intervals for ARMA models by simulation
  authors:
  - family-names: Helske
    given-names: Jouni
  - family-names: Nyblom
    given-names: Jukka
  collection-title: 'Contributions to Mathematics, Statistics, Econometrics, and Finance
    : essays in honour of professor Seppo Pynnönen'
  collection-type: collection
  publisher:
    name: University of Vaasa
  editors:
  - family-names: Knif
    given-names: Johan
  - family-names: Pape
    given-names: Bernd
  issue: '296'
  year: '2014'
  url: https://urn.fi/URN:NBN:fi:jyu-201603141836
  start: '71'
  end: '86'
- type: generic
  title: Improved Frequentist Prediction Intervals for Autoregressive Models by Simulation
  authors:
  - family-names: Helske
    given-names: Jouni
  - family-names: Nyblom
    given-names: Jukka
  collection-title: Unobserved Components and Time Series Econometrics
  collection-type: collection
  publisher:
    name: Oxford University Press
  editors:
  - family-names: Koopman
    given-names: Siem Jan
  - family-names: Shephard
    given-names: Neil
  year: '2015'
  url: https://urn.fi/URN:NBN:fi:jyu-201603141839
- type: book
  title: Prediction and Interpolation of Time Series By State Space Models
  authors:
  - family-names: Helske
    given-names: Jouni
  publisher:
    name: University Of Jyväskylä
  year: '2015'
  url: https://urn.fi/URN:NBN:fi:jyu-201603111829