R: Outline an approximate pairwise confidence region

ellipse.arima0 {ellipse} | R Documentation

## Outline an approximate pairwise confidence region

### Description

This function produces the ellipsoidal outline of an approximate pairwise confidence region for an ARIMA model fit.

### Usage

    ## S3 method for class 'arima0'
    ellipse(x, which = c(1, 2), level = 0.95, t = sqrt(qchisq(level, 2)), ...)

### Arguments

`x` | The first argument should be an `arima0` object, usually resulting from a call to `arima0()`.
`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 `ellipse.default` parameters may also be used.

### Details

The `summary` function is used to obtain the approximate covariance matrix of the fitted parameters.

### Value

A matrix with columns `x` and `y` to outline the confidence region.

### See Also

`ellipse`

### Examples

    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])

[Package ellipse version 0.4.1 Index]