Hi
I have sent an e-mail to the mailing list, but I haven't got so much
success, I am going to rewrite the question to make it more understandable
(I am not a native English speaker)
Basically, I have a dynamic prediction and I do not know why the standard
error grows up (see below), does anybody have the formula or any paper where
I can look into, thanks
----------------------------------------------------------------------------
---------------------
For 95% confidence intervals, t(4, 0.025) = 2.776
Obs Premium prediction std. error 95% interval
2004 302.00 301.15
2005 337.00 340.66
2006 375.00 372.89
2007 407.25 2.792 399.50 - 415.00
2008 442.78 2.846 434.88 - 450.68
2009 474.53 2.848 466.63 - 482.44
2010 508.07 2.848 500.16 - 515.97
----------------------------------------------------------------------------
-------------------------------------
The model is AR(1) with intercept, Prais-Winsten transformation
(Cochrane-Orcutt).
Thank you very much, any help would be great.
Kind regards
|
Hi I have sent an e-mail to the mailing list,
but I haven’t got so much success, I am going to rewrite the question to
make it more understandable (I am not a native English speaker) Basically, I have a dynamic prediction and
I do not know why the standard error grows up (see below), does anybody have
the formula or any paper where I can look into, thanks ------------------------------------------------------------------------------------------------- For 95% confidence intervals, t(4, 0.025)
= 2.776
Obs Premium
prediction std.
error 95% interval
2004
302.00 301.15
2005
337.00 340.66
2006
375.00 372.89 2007
407.25
2.792 399.50 - 415.00
2008
442.78 2.846 434.88
- 450.68
2009
474.53 2.848 466.63
- 482.44
2010
508.07 2.848 500.16
- 515.97 ----------------------------------------------------------------------------------------------------------------- The model is AR(1) with intercept, Prais-Winsten
transformation (Cochrane-Orcutt). Thank you very much, any help would be
great. Kind regards |
