bfa_boot_ci: Standard Normal Bootstrap Confidence Interval Function

In bifurcatingr: Bifurcating Autoregressive Models

Standard Normal Bootstrap Confidence Interval Function

Description

This function calculates the standard normal bootstrap CI for the least squares estimator of the bifurcating autoregressive model.

Usage

bfa_boot_ci(a1_ls, a1_ls_star, conf_level = 0.95)

Arguments

a1_ls	A numeric value of the least squares estimator of bifurcating autoregressive model
a1_ls_star	A numeric vector representing B replicates of the least squares estimator
conf_level	A numeric value representing the confidence level. Defaults to 0.95.

Value

A numeric vector representing the lower and upper limits of the confidence interval

Examples

a1_ls <- 0.7
a1_ls_star <- c(rnorm(100,0.7,0.05))
bfa_boot_ci(a1_ls, a1_ls_star, conf_level= 0.95)

bifurcatingr documentation built on May 29, 2024, 9:05 a.m.