confint.slm: Confidence intervals for the Model Parameters

In E-Caron/slm: Stationary Linear Models

Description

Computes confidence intervals for the model parameters.

Usage

## S3 method for class 'slm'
confint(object, parm = NULL, level = 0.95, ...)

Arguments

object	a fitted model object of class slm.
parm	a specification of which parameters are to be given confidence intervals, that is a vector of numbers. If missing, all parameters are considered.
level	the confidence level required.
...	additional argument(s) for methods.

Value

This function returns the confidence intervals for the parameters of the model.

References

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.

See Also

confint.lm.

Examples

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)

E-Caron/slm documentation built on Jan. 9, 2020, 1:30 p.m.