Re: VPC results using PsN and Xpose
Hi Toufigh, I saw exactly the same scenario when using the proportional +
additive model in the log domain. It probably has to do with the residual
error as Leonid suggested. Converting the residual model to just additive
and estimating the error as a THETA (by fixing SIGMA =1, W=THETA) removed
the widening in the terminal part of the VPCs.
Neil
Quoted reply history
On Thu, May 10, 2012 at 12:49 PM, Toufigh Gordi <[email protected]>wrote:
> Dear all,
>
> We have performed a VPC using PsN and the results were plotted using Xpose
> 4. An interesting feature of the graph is that the outer limits of the
> interval do not follow the typical curve smoothly but change with the
> observed data. As an example, toward the end of the time interval, where we
> have a larger variability in the observations, the lines widen and capture
> most of the data. I have difficulties understanding why the prediction
> lines behave this way. Any comments?
>
> Toufigh
>
--
Indranil Bhattacharya