GCEstim (version 0.1.0)

confint.tsbootgce: 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 tsbootgce
confint(
  object,
  parm,
  level = 0.95,
  which = c("estimates", "NormEnt"),
  method = c("hdr", "percentile", "basic"),
  seed = object$seed,
  ...
)

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).

Arguments

object

Fitted tsbootgce model object.

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 level = 0.95.

which

One of c("estimates", "NormEnt"). The default is which = "estimates".

method

method used to compute the interval. One of c("hdr", "percentile", "basic"). The default is method = "hdr" (see hdr).

seed

A single value, interpreted as an integer, for reproducibility or NULL for randomness. The default is seed = object$seed.

...

additional arguments.

Author

Jorge Cabral,

Examples

# \donttest{
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)
# }