intervals-methods {MSwM}

Function: Confidence Intervals on Coefficients

Description

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

Usage

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.

Value

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