confint.tsbootgce {GCEstim} | R Documentation |
Confidence Intervals for tsbootgce
Model Parameters and Normalized
Entropy
Description
Computes confidence intervals for one or more parameters or Normalized Entropy
in a tsbootgce
fitted model.
Usage
## S3 method for class 'tsbootgce'
confint(
object,
parm,
level = 0.95,
which = c("estimates", "NormEnt"),
method = c("hdr", "percentile", "basic"),
seed = object$seed,
...
)
Arguments
object |
Fitted |
parm |
a specification of which parameters are to be given confidence intervals, either a vector of numbers or a vector of names. If missing, all parameters are considered. |
level |
the confidence level required. The default is
|
which |
One of |
method |
method used to compute the interval. One of
c("hdr", "percentile", "basic"). The default is |
seed |
A single value, interpreted as an integer, for reproducibility
or |
... |
additional arguments. |
Value
A matrix (or vector) with columns giving lower and upper confidence limits for each parameter. Generally, these will be labelled as (1-level)/2 and 1 - (1-level)/2 in percentage (by default 2.5 percent and 97.5 percent).
Author(s)
Jorge Cabral, jorgecabral@ua.pt
Examples
res.tsbootgce <-
tsbootgce(
formula = CO2 ~ 1 + L(GDP, 1) + L(EPC, 1) + L(EU, 1),
data = moz_ts)
confint(res.tsbootgce, method = "percentile")
confint(res.tsbootgce, which = "NormEnt", level = 0.99)
confint(res.tsbootgce, parm = c("L(GDP, 1)"), level = 0.99)