How to calculate Confidence Interval

1 回表示 (過去 30 日間)
gaia b
gaia b 2016 年 4 月 2 日
回答済み: Jeevan Joishi 2016 年 4 月 5 日
Hi, I am using the function "estimate" to estimate GARCH parameters. I see that in the output there are the standard error and the t-statistics for each parameter. Could someone tell me how to get the confidence interval from this information?
Many thanks in advance

サインインしてこの質問に回答する。

回答 (1 件)

Jeevan Joishi
Jeevan Joishi 2016 年 4 月 5 日
You could use something similar to the workaround mentioned at -
How to calculate the confidence interval
All you need is the mean of the data.

カテゴリ

Help Center および File Exchange で Conditional Variance Models についてさらに検索

タグ

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by