How to calculate Confidence Interval
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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
Answers (1)
Jeevan Joishi
on 5 Apr 2016
0 votes
You could use something similar to the workaround mentioned at -
All you need is the mean of the data.
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on 5 Apr 2016
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