R help - Jan 2011 - 95% CI of the "Predicted values" from the GLS Model

Dear all,

 

I have just constructed  the GLS model in R . How do I print the 95%
confidence intervals for the vector of predicted values "R code/s for
GLS CI"?

 

See the model below:

 

Please advice 

 

Regards

 

Peter

 

South Africa

+2712 422 7357

+2782 456 4669

 

Generalized least squares fit by maximum likelihood

  Model: log(y) ~ log(x) + d1 + d3 

  Data: NULL 

        AIC       BIC   logLik

  -166.2344 -147.8469   92.1172

 

Correlation Structure: ARMA(2,2)

 Formula: ~1 

 Parameter estimate(s):

       Phi1        Phi2      Theta1      Theta2 

 0.65960193   0.26221313 -0.02561896 -0.37995110 

 

Coefficients:

                  Value Std.Error    t-value    p-value

(Intercept)  -2.4304969 0.8078837   -3.008474    0.004

log(x)        1.0558775 0.0684389    15.428027   0.000

d1            0.2105713 0.0110250    19.099466   0.000

d3            0.1012744 0.0109502    9.248596    0.000

 

 Correlation: 

             (Intr)  lg(cm) d1    

log(x)       -0.999              

d1           -0.208   0.204       

d3           -0.094   0.093 -0.323

 

Standardized residuals:

       Min         Q1        Med         Q3        Max 

-1.6668631 -0.9549670 -0.1153022   0.7962635   2.0764581 

 

Residual standard error: 0.07542025 

Degrees of freedom: 57 total; 53 residual

 


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