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

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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

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The model is AR(1) with intercept, Prais-Winsten transformation (Cochrane-Orcutt).

Thank you very much, any help would be great.

Kind regards