Trendline and confidence bound

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ecardamone
Posts: 40
Joined: Wed Sep 17, 2014 12:23 pm

Trendline and confidence bound

Postby ecardamone » Thu Mar 17, 2016 9:08 am

I have GDP time series, 1980-2015. I want to plot a polynomial trendline and show a graph of it, including 95% confidence bound on both sides of the trend line. I run the following regression: ls gdp c @trend^2 @trend. How would I now get the plot of this trendline including the confidence bound?

Thanks!
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: Trendline and confidence bound

Postby startz » Thu Mar 17, 2016 9:15 am

After estimation use the Forecast tab to generate not only the forecast but also the standard error. Then use the standard error series to generate your own confidence bands for plotting.
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ecardamone
Posts: 40
Joined: Wed Sep 17, 2014 12:23 pm

Re: Trendline and confidence bound

Postby ecardamone » Thu Mar 17, 2016 9:18 am

Thank you!
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