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@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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