[Gretl-users] Standard error for confidence intervals

Hi I have sent an e-mail to the mailing list, but I haven't got so much success, I am going to rewrite the question to make it more understandable (I am not a native English speaker) Basically, I have a dynamic prediction and I do not know why the standard error grows up (see below), does anybody have the formula or any paper where I can look into, thanks ---------------------------------------------------------------------------- --------------------- For 95% confidence intervals, t(4, 0.025) = 2.776 Obs Premium prediction std. error 95% interval 2004 302.00 301.15 2005 337.00 340.66 2006 375.00 372.89 2007 407.25 2.792 399.50 - 415.00 2008 442.78 2.846 434.88 - 450.68 2009 474.53 2.848 466.63 - 482.44 2010 508.07 2.848 500.16 - 515.97 ---------------------------------------------------------------------------- ------------------------------------- The model is AR(1) with intercept, Prais-Winsten transformation (Cochrane-Orcutt). Thank you very much, any help would be great. Kind regards