Dear all,
I have just constructed the GLS model in R . How do I print the 95%
confidence intervals for the vector of predicted values "R code/s for
GLS CI"?
See the model below:
Please advice
Regards
Peter
South Africa
+2712 422 7357
+2782 456 4669
Generalized least squares fit by maximum likelihood
Model: log(y) ~ log(x) + d1 + d3
Data: NULL
AIC BIC logLik
-166.2344 -147.8469 92.1172
Correlation Structure: ARMA(2,2)
Formula: ~1
Parameter estimate(s):
Phi1 Phi2 Theta1 Theta2
0.65960193 0.26221313 -0.02561896 -0.37995110
Coefficients:
Value Std.Error t-value p-value
(Intercept) -2.4304969 0.8078837 -3.008474 0.004
log(x) 1.0558775 0.0684389 15.428027 0.000
d1 0.2105713 0.0110250 19.099466 0.000
d3 0.1012744 0.0109502 9.248596 0.000
Correlation:
(Intr) lg(cm) d1
log(x) -0.999
d1 -0.208 0.204
d3 -0.094 0.093 -0.323
Standardized residuals:
Min Q1 Med Q3 Max
-1.6668631 -0.9549670 -0.1153022 0.7962635 2.0764581
Residual standard error: 0.07542025
Degrees of freedom: 57 total; 53 residual
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