On Sat, 8 Dec 2012, Miviam wrote:
> I have tried what you suggested me and every change I imagined and I keep
> getting the same.
>
> This is what I have in the script:
> arima 0 1 1 ; 0 1 1 ; y --nc
> addobs 12
> smpl --full
> fcast --out-of-sample
> matrix yhat = $fcast
> matrix se=$fcerr
> mat
Allin
I have tried what you suggested me and every change I imagined and I keep
getting the same.
This is what I have in the script:
arima 0 1 1 ; 0 1 1 ; y --nc
addobs 12
smpl --full
fcast --out-of-sample
matrix yhat = $fcast
matrix se=$fcerr
matrix ci = (yhat - 1.9
Thank you very much Allin. I'll try it
Message: 2
List-Post: gretl-users@gretlml.univpm.it
Date: Tue, 4 Dec 2012 18:10:32 -0500 (EST)
From: Allin Cottrell
Subject: Re: [Gretl-users] confidence intervals
To: Gretl list
Message-ID:
Content-Type: TEXT/PLAIN; charset=US-ASCII; f
On Tue, 4 Dec 2012, Miviam wrote:
> I'm trying to write an script to save the confidence intervals after a
> forecast for an ARIMA model but the confidence intervals all have the same
> size. I read that someone experimented the same problem some time ago. How
> can I get the correct values? which
Hi everyone
I'm trying to write an script to save the confidence intervals after a
forecast for an ARIMA model but the confidence intervals all have the same
size. I read that someone experimented the same problem some time ago. How
can I get the correct values? which are supposed to increase over
Allin,
Please see PRISM 4 manual that may be downloaded for free from
http://www.graphpad.com/manuals/prism4/regressionbook.pdf
In it (pp. 97 to 103), you will find references to asymptotic standard
errors and confidence intervals in the case of STATIC models estimated
via NLS.
I have also at
