intervals function

Function: Confidence Intervals on Coefficients

Confidence intervals are obtained for the parameters associated with the model represented by the object. methods

intervals(object, level = 0.95, ...)

Arguments

• object: a fitted Markov Switching model object from which parameter estimates can be extracted.
• level: an optional numeric value for the interval confidence level. Defaults to 0.95.
• ...: currently not used.

Returns

Print the coefficients with their intervals for each regime.

Author(s)

Jose A. Sanchez-Espigares, Alberto Lopez-Moreno

See Also

Overview: MSwM-package

Classes : MSM.lm, MSM.glm, MSM.fitted

Methods : msmFit,summary,AIC,intervals,msmResid

Plot : plot,plotProb,plotReg,plotDiag