Prediction Interval Bounds

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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Dennis
Posts: 16
Joined: Fri Dec 16, 2011 8:11 am

Prediction Interval Bounds

Postby Dennis » Fri Feb 10, 2012 11:32 am

When doing a prediction interval for a forecast, is it possible to have the prediction bounds from the forecast graph saved as variables in the workfile?

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Prediction Interval Bounds

Postby EViews Gareth » Fri Feb 10, 2012 11:45 am

The "prediction bounds" on the forecast graph are just the forecast levels +- 2 forecast standard errors. You can save the forecast values and the forecast standard errors as series in your workfile from the forecast dialog.


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