Object Reference : Object View and Procedure Reference : Equation
Display graphs showing estimated lower and upper functional confidence intervals for the functional coefficients.
For equations estimated using the functional coefficients method.
eq_name.funci(options) ci_level
where ci_level is a value between 0 and 1 specifying the confidence level you wish to display. If ci_level is omitted, EViews will use 0.95.
Basic Options
Do not use the existing local pilot bandwidth (if it exists).
Note that this option is only available if a local pilot bandwidth has been set previously, either through the estimation step, using Equation::setpilotbw, or through another view or proc which sets the local bandwidth.
Print output.
Confidence Interval Options
Produce standard error bands instead of confidence intervals.
sewidth =integer (default = 1)
Number of standard errors to use as half-width of confidence band (when “seband” is specified).
Ignore bias in confidence interval determination.
Pilot Bandwidth Options
If a local pilot bandwidth exists, all of the pilot bandwidth computation options below will be ignored unless the “nolocalbw” option is specified.
Do not update the local pilot bandwidth using the current pilot bandwidth computation.
plth =arg (default = “cv”)
Pilot bandwidth method: simple rule-of-thumb (“rot”), robust rule-of-thumb (“rotr”), residual squares criterion (“rsc”), modified multi cross-validation (“cv”), user-defined (“user”).
pltbw=arg (default =1)
User-defined bandwidth (if “plth=user”).
plthmin=arg (default = 0.1)
Bandwidth grid search minimum value (if not “plth=user”).
plthmax=arg (default =1)
Bandwidth grid search maximum value (if not “plth=user”).
plthlen=integer (default = 100)
Bandwidth grid search length (if not “plth=user”).
plthinc=integer (default = 10)
Bandwidth grid search increment step percentage increase (if not “plth=user”).
plthcup=integer (default = 10)
Stop rule: consecutive increases of objective function before stop (not available when “plth=user”).
pltm=arg (default = 10)
Modified multifold CV m-value: percentage of sample size used in bandwidth determination (when “plth=cv”).
pltq=integer (default = 4)
Modified multifold CV Q-value: percentage of sample size used in bandwidth determination (when “plth=cv”).
auxk=integer (default = 2)
Estimation polynomial degree for pilot stage in excess of final stage degree. This number should always be an even positive integer.
eq1.funci 0.95 0.99
displays a graph of the 95% and 99% confidence intervals computed using the existing local pilot bandwidth if present, or estimating the pilot bandwidth, if not. If estimated, the local pilot bandwidth is updated with the result.
eq1.funci(seband, sewidth=3)
displays and prints a graph of the +/–3 confidence intervals.
The saved local pilot bandwidth is updated with the resulting bandwidth.
eq1.funci(nolocalbw, noupdate, plth=rsc) 0.9
ignores an existing local pilot bandwidth and instead computes a pilot bandwidth using the residual squares criterion and uses it in a 90% confidence interval calculation. The existing saved local pilot bandwidth is retained.
See “Functional Coefficient Regression” for discussion of functional coefficients estimation. See “Confidence Intervals” for discussion of functional confidence intervals.
See also Equation::makefunobj and Equation::setpilotbw.