Prediction Interval Bounds
Posted: Fri Feb 10, 2012 11:32 am
by Dennis
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?
Re: Prediction Interval Bounds
Posted: Fri Feb 10, 2012 11:45 am
by EViews Gareth
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.