Outline an approximate pairwise confidence region
This function produces the ellipsoidal outline of an approximate pairwise confidence region for an ARIMA model fit.
## S3 method for class 'arima0' ellipse(x, which = c(1, 2), level = 0.95, t = sqrt(qchisq(level, 2)), ...)
x |
The first argument should be an |
which |
Which selects the pair of parameters to be plotted. The default is the first two. |
level |
The confidence level of the region. Default 95%. |
t |
The t statistic on the boundary of the ellipse. |
... |
Other |
The summary function is used to obtain the approximate covariance matrix of the
fitted parameters.
A matrix with columns x and y to outline the confidence region.
data(USAccDeaths) fit <- arima0(USAccDeaths, order = c(0, 1, 1), seasonal = list(order = c(0, 1, 1))) # Plot the approximate 95% confidence region for the first two parameters # of the model plot(ellipse(fit), type = 'l') points(fit$coef[1], fit$coef[2])
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