How to calculate Confidence Interval

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gaia b
gaia b 2016년 4월 2일
답변: Jeevan Joishi 2016년 4월 5일
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

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답변 (1개)

Jeevan Joishi
Jeevan Joishi 2016년 4월 5일
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.

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