Page 1 of 1

State Space - Prediction Intervals?

Posted: Tue May 22, 2018 2:15 pm
by pvestia
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.

Re: State Space - Prediction Intervals?

Posted: Thu May 31, 2018 11:12 am
by EViews Glenn
You can request the forecast standard errors and construct intervals from those.