gmwm icon indicating copy to clipboard operation
gmwm copied to clipboard

AR-GM confidence intervals

Open robertomolinari opened this issue 8 years ago • 9 comments

When estimating the beta in GM we get CIs (and SE?) based on AR parameter.

Model Information: 
             Estimates        CI Low      CI High           SE
BETA      8.930278e-03  9.987464e-01 9.994683e-01 2.194496e-04
SIGMA2_GM 2.622751e-04  3.803454e-07 5.556945e-07 5.330234e-08
BETA      2.686225e+01 -6.599552e-02 2.022709e-01 8.154720e-02
SIGMA2_GM 3.793013e-03 -3.869825e-03 1.142063e-02 4.647969e-03
WN        2.693655e-04 -7.344853e-03 7.883584e-03 4.629116e-03

robertomolinari avatar Apr 19 '16 19:04 robertomolinari