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. 2007 Oct 22;1(1):e33. doi: 10.1371/journal.pntd.0000033

Figure 3. Bootstrap Experiment.

Figure 3

(A) 95% Confidence intervals for the parameters of the best model. AR stands for the autoregressive component of the model (φ1); ARseas for the seasonal autoregressive component of the model (φ12); VAR for the variance of the residuals (σε2); MEI and T4 for the parameter for MEI at lag 13 (α) and Temperature at lag 4 (γ), respectively. Black signs are 95% confidence intervals using values from the sub-sample when the model is selected as best, and blue including all the bootstrap samples. The structure of the best model can be seen in Protocol S1. (B) Predictive R 2 and the 95% confidence intervals, indicated by stars, for the bootstrapped best model and prediction interval.