[Gretl-users] Forecast ARIMA

Good day, During the simulation the following problem occured. This problem concerns the construction of confidence intervals. Having developed the ARIMA model (Time Series->ARIMA, using the Exact LikelyHood method) I made a forecast of the process in а five-year term. The predicted values were calculated correctly, but all confidence intervals had the same size (but the must expand with increasing period of pre-emption). What is the reason of it? Alexander