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st: predict, option dynamic, confidence intervals


From   Combes Stephanie <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: predict, option dynamic, confidence intervals
Date   Tue, 27 Jul 2010 23:39:55 +0200

Hello,

I am surprised that confidence intervals are not optional in predict, I
would like to predict 5 years ahead the end of my datas, so I use the
dynamic option, and I would like to get the corresponding confidence
interval (which should be widening), are them some code done for this?

For my prediction, I'm using an ARIMA modelisation, I don't really get the
help explication about yresiduals and residuals, yresiduals = y - yhat? What
is "residuals" then?

I would be very grateful if someone has an answer for me, thank you by
advance for your time and help,
With regards,

Stephanie Combes

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