[Gretl-users] Re: Regression line with confidence interval
There is an option for producing a graph with a shaded area or vertical
lines CI in the forecast option of the post regression analysis options
for time series. This could be backfitted..However it is not entirely clear
if this is the CI for model forecast data points, or for the fitted
equation. The two differ with the latter being less than the former.
Brian
On Tue, 3 Oct 2023, 08:57 Artur T., <atecon(a)posteo.de> wrote:
Hi all,
I am pretty sure there is a functionality (built-in or part of some
package) to draw a regression line jointly with a confidence interval
similar to this one:
https://i.stack.imgur.com/GK4K0m.png
However, I can't find right now a ready-made command or function for
this, but I am pretty sure I have seen this in the past.
Any ideas? Thanks in advance!
Artur
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