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Confidence intervals at graphs

Posted: Fri Jun 08, 2012 7:21 am
by Paweł
I want to make an actual and a future dependent variable (series) and its confidence intervals (e.g.: .90, .95) at graphs - not +/- 2S.E., using EViews 7. It's difficult for me.

I can do confidence intervals (.90, .95), low and high, in tables: "equation/view/coefficient diagnostics/confidence intervals". But I can't do it at a graph using EViews. I want to get a result like this (more similar rather than identical): http://www.hearne.co.uk/attachments/EVi ... 202010.pdf - p. 6, the last graph: "Forecast Interval (95%)".

My model(s) contains 6 to over a dozen parameters and is estimated by LS. More desirable is a simple solution to the problem.

Please show me how, step by step, I can do this in my EV. Any help would be highly appreciated.

Thanks a lot in advance!