State Space - Prediction Intervals?

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State Space - Prediction Intervals?

Postby pvestia » Tue May 22, 2018 2:15 pm

Hello everybody,

I'm forecasting a serie using state space enviorment, but I notice when I do the forecast I can't get the prediction intervals.
There is a way to get the prediction intervals for my forecasts using state space equation?
Thanks in adnvance

best regards.

EViews Glenn
EViews Developer
Posts: 2647
Joined: Wed Oct 15, 2008 9:17 am

Re: State Space - Prediction Intervals?

Postby EViews Glenn » Thu May 31, 2018 11:12 am

You can request the forecast standard errors and construct intervals from those.

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