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 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.
