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.
State Space - Prediction Intervals?
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Re: State Space - Prediction Intervals?
You can request the forecast standard errors and construct intervals from those.
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