Prediction Intervals for Quantile Autoregression // 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.