break_uncertainty {getspanel}

Estimate Breakdate Uncertainty

Description

Estimate Breakdate Uncertainty

Usage

break_uncertainty(x, m = 15, interval = 0.99)

Arguments

x

An object produced by the isatpanel function

m

Maximum range of interval (default is 15 time periods).

interval

Approximate level of interval. CI level will be at least > interval. Default 0.99 is a 99% CI, so the time interval will always be the integer that results in at least > 99% coverage.

Value

A data.frame that indicates the uncertainty for each FESIS break. The time interval is given by the estimated date in the 'time' column with a confidence interval of +/- the interval in the tci column.

Examples

data(EU_emissions_road)

# Group specification
EU15 <- c("Austria", "Germany", "Denmark", "Spain", "Finland", "Belgium",
         "France", "United Kingdom", "Ireland", "Italy", "Luxembourg",
         "Netherlands", "Greece", "Portugal", "Sweden")

# Prepare sample and data
EU_emissions_road_short <- EU_emissions_road[
EU_emissions_road$country %in% EU15 &
EU_emissions_road$year >= 2000,
]

# Run
result <- isatpanel(
  data = EU_emissions_road_short,
  formula = ltransport.emissions ~ lgdp + I(lgdp^2) + lpop,
  index = c("country", "year"),
  effect = "twoways",
  fesis = TRUE,
  plot = FALSE,
  t.pval = 0.01
)

break_uncertainty(result)