bfa_boot_ci {bifurcatingr} | R Documentation |
This function calculates the standard normal bootstrap CI for the least squares estimator of the bifurcating autoregressive model.
bfa_boot_ci(a1_ls, a1_ls_star, conf_level = 0.95)
a1_ls |
A numeric value of the least squares estimator of bifurcating autoregressive model |
a1_ls_star |
A numeric vector representing B replicates of the least squares estimator |
conf_level |
A numeric value representing the confidence level. Defaults to 0.95. |
A numeric vector representing the lower and upper limits of the confidence interval
a1_ls <- 0.7
a1_ls_star <- c(rnorm(100,0.7,0.05))
bfa_boot_ci(a1_ls, a1_ls_star, conf_level= 0.95)