ellipse (version 0.2-3)

ellipse.arima0: Outline an approximate pairwise confidence region

Description

This function produces the ellipsoidal outline of an approximate pairwise confidence region for an ARIMA model fit.

Usage

## S3 method for class 'arima0':
ellipse(x, which = c(1, 2), level = 0.95, t = sqrt(2 * qf(level, 2, s$df[2])), ...)

Arguments

x

The first argument should be an arima0 object, usually resulting from a call to arima0().

which

Which selects the pair of parameters to be plotted. The default is the first two.

level

The confidence level of the region. Default 95%.

t

The t statistic on the boundary of the ellipse.

...

Other ellipse.default parameters may also be used.

Value

• A matrix with columns x and y to outline the confidence region.

Details

The summary function is used to obtain the approximate covariance matrix of the fitted parameters.

See Also

ellipse.default

Examples

library(ts)
data(USAccDeaths)
fit <- arima0(USAccDeaths, order = c(0, 1, 1), seasonal = list(order = c(0, 1, 1)))
# Plot the approximate 95\% confidence region for the first two parameters
# of the model
plot(ellipse(fit), type = 'l')
points(fit$coef[1], fit$coef[2])