A Fortran routine for constructing nonparametric prediction intervals for a general class of linear processes is described. The approach uses the sieve bootstrap procedure of Bühlmann (1997) based on residual resampling from an autoregressive approximation to the given process.
Alonso, Andrés M.
"JMASM10: A Fortran Routine For Sieve Bootstrap Prediction Intervals,"
Journal of Modern Applied Statistical Methods:
1, Article 26.
Available at: http://digitalcommons.wayne.edu/jmasm/vol3/iss1/26