Thank you very much Allin. I'll try it Message: 2 Date: Tue, 4 Dec 2012 18:10:32 -0500 (EST) From: Allin Cottrell <cottrell(a)wfu.edu&gt; Subject: Re: [Gretl-users] confidence intervals To: Gretl list <gretl-users(a)lists.wfu.edu&gt; Message-ID: <alpine.LFD.2.02.1212041808080.1505@myrtle> Content-Type: TEXT/PLAIN; charset=US-ASCII; format=flowed On Tue, 4 Dec 2012, Miviam wrote: time. They will increase over time only if the forecast is dynamic. The most natural way to ensure that is to forecast out of sample. <hansl> open data9-7 # out-of-sample observations to reserve scalar os = 8 smpl ; -os arma 1 1 1 ; QNC fcast --out-of-sample matrix yhat = $fcast matrix se = $fcerr matrix ci = (yhat - 1.96*se) ~ (yhat + 1.96*se) matrix results = yhat ~ se ~ ci colnames(results, "yhat s.e. low high") print results </hansl> Allin Cottrell