[Gretl-users] Re: Prediction intervals vs confidence intervals
Am 09.10.2021 um 18:09 schrieb Brian Revell:
Can one assume that the interval in the forecast GUI Analysis option
of
an estimated model is a true prediction interval?. If indeed it is, it
would also be useful to be able to graph the prediction interval
surrounding the fitted function values as well as the forecast ones.
Sorry, I think you need to define/explain a little more what you mean by
"true prediction interval".
thanks
sven