CIcoefHAC: Confidence Intervals for Coefficients (Time Series Data)
In dnepple/tprstats: TSB Statistics Package
View source: R/confidence_interval_functions.R
CIcoefHAC R Documentation
Confidence Intervals for Coefficients (Time Series Data)
Description
Calculates confidence intervals for coefficients of a regression model. The calculation corrects for possible presence of heteroskedasticity and autocorrelation using the method developed by Newey and West. This method is appropriate for time series data.
Usage
CIcoefHAC(linmod, alpha = 0.05)
Arguments
linmod
The regression for which confidence intervals of coefficients are to be calculated.
alpha
Significance level. Defaults to 0.05.
dnepple/tprstats documentation built on April 5, 2025, 6:18 a.m.
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View source: R/confidence_interval_functions.R
| CIcoefHAC | R Documentation |
Confidence Intervals for Coefficients (Time Series Data)
Description
Calculates confidence intervals for coefficients of a regression model. The calculation corrects for possible presence of heteroskedasticity and autocorrelation using the method developed by Newey and West. This method is appropriate for time series data.
Usage
CIcoefHAC(linmod, alpha = 0.05)
Arguments
linmod |
The regression for which confidence intervals of coefficients are to be calculated. |
alpha |
Significance level. Defaults to 0.05. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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