State Space - Prediction Intervals?
Posted: 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.
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.