Hey folks
Does any one knows how to performe the confidence interval with the command prais_wisten?
This is my script:
bd <- data.frame("x" = bd$DM, "y"=bd$IAM, "Years" = 2008:2022)
model <- prais_winsten(y~x, data = bd, index = "Years")
summary(model)
If you save the summary() the element cov.unscaled gives the coefficient covariances. Take the diagonal elements to get the variances. Take the square root to get the standard errors. Then do the coefficient plus and minus the standard error times the relevant critical value, 1.96 or whatever.
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