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> On Aug 31, 2024, at 10:55 AM, Christofer Bogaso <bogaso.christo...@gmail.com> > wrote: > > Hi, > > I have run following code to obtain one step ahead confidence interval > from am arima model > > library(forecast) > > set.seed(100) > > forecast(Arima(rnorm(100), order = c(1,0,1), xreg = rt(100, 1)), h = > 1, xreg = 10) > > However this appear to provide the Prediction interval, however I > wanted to get the confidence interval for the new value. > > Is there any way to get the confidence interval for the new value? I’m not sure it makes sense to output a confidence interval when you are projecting a time series. If you wanted a confidence interval on the past data then you can just use standard descriptive methods. — David. > > I also wanted to get the estimate of SE for the new value which is > used to obtain the confidence interval of the new value. Is there any > method available to obtain that? > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide https://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide https://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
