Description Usage Arguments Value References See Also Examples
Computes confidence intervals for the model parameters.
1 2 |
object |
a fitted model object of class |
parm |
a vector of integer. Specifies the coordinates of the vector of parameters for which a confidence interval will be given. If missing, all parameters are considered. |
level |
a number between 0 and 1; the confidence level required. |
... |
additional argument(s) for methods. |
This function returns the confidence intervals for the parameters of the model.
E. Caron, J. Dedecker and B. Michel (2019). Linear regression with stationary errors: the R package slm. arXiv preprint arXiv:1906.06583. https://arxiv.org/abs/1906.06583.
1 2 3 4 5 6 7 8 9 10 11 | data("shan")
reg1 = slm(shan$PM_Xuhui ~ . , data = shan, method_cov_st = "fitAR", model_selec = -1)
confint(reg1, level = 0.8)
data("co2")
y = as.vector(co2)
x = as.vector(time(co2)) - 1958
reg2 = slm(y ~ x + I(x^2) + I(x^3) + sin(2*pi*x) + cos(2*pi*x) + sin(4*pi*x) +
cos(4*pi*x) + sin(6*pi*x) + cos(6*pi*x) + sin(8*pi*x) + cos(8*pi*x),
method_cov_st = "fitAR", model_selec = -1, plot = TRUE)
confint(reg2, level = 0.9)
|
10 % 90 %
(Intercept) -238.46532405 1.287464e+02
PM_Jingan 0.56000754 6.329723e-01
PM_US.Post 0.33607506 4.151967e-01
DEWP -1.46942465 -6.084565e-01
HUMI 0.17237285 4.110538e-01
PRES -0.15096832 2.015420e-01
TEMP 0.86853443 1.742551e+00
Iws -0.01495146 -3.478759e-04
precipitation 0.30186979 6.238995e-01
Iprec -0.20831071 -4.260039e-02
5 % 95 %
(Intercept) 3.150931e+02 3.163986e+02
x 1.841316e-01 4.546271e-01
`I(x^2)` 3.316748e-02 4.836308e-02
`I(x^3)` -5.784102e-04 -3.340011e-04
`sin(2 * pi * x)` 2.673123e+00 2.829016e+00
`cos(2 * pi * x)` -4.735546e-01 -3.183986e-01
`sin(4 * pi * x)` -7.080791e-01 -6.405999e-01
`cos(4 * pi * x)` 3.449131e-01 4.120423e-01
`sin(6 * pi * x)` -1.265427e-01 -8.181992e-02
`cos(6 * pi * x)` -6.624994e-02 -2.152713e-02
`sin(8 * pi * x)` 6.683760e-02 1.078306e-01
`cos(8 * pi * x)` -1.803472e-02 2.315309e-02
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