Hi I have got an issue, I estimated a model, I used Prais-Winsten autoregressive model (lag one and constant), I forecasted the value for the next two years, see table below: For 95% confidence intervals, t(4, 0.025) = 2.776 Obs Global_Sales prediction std. error 95% interval 2004 125.00 125.47 2005 139.00 139.01 2006 151.00 150.70 2007 166.82 0.693 164.89 - 168.74 2008 181.81 0.709 179.84 - 183.77 My question is; how the std. error is calculated, I could calculate the std. error for 2007 (summarize of the squares of residuals, divided by n-2), but I do not know how it is calculated for the next year (2008 - 0.709) Does anybody know the formula or how it is calculated? I am interested in any paper or book where I can find it. Thank you very much Kind regards Francisco Sosa dd: +44 (0) 20 7448 3875 email: francisco(a)digitab.uk.com digitab tel: +44 (0) 20 7588 6669 fax: +44 (0) 20 7256 7540 digitab 4th floor 6-8 bonhill street london ec2a 4bx please consider the environment before printing this document