El Monday 05 January 2009 21:16:44 alisson rocha escribió: Yes, of course, but it is not as easy as point and click. interval confidence. If you use the gretl command-line console, or better, a script, you can make interval forecasts with the command 'fcast'. You can use something as the following script: <script> open /opt/gretl/share/gretl/data/data9-9.gdt arima 1 1 0 ; 1 1 0 ; nocars addobs 4 fcast --out-of-sample fnocars series fcerr = $fcerr scalar conf=0.95 series fnocars_inf = fnocars-critical(N, (1-conf)/2)*fcerr series fnocars_sup = fnocars+critical(N, (1-conf)/2)*fcerr </script> 'fnocars' contains the predicted values for nocars, 'fnocars_inf' is the series with the inferior limits of the confidence intervals and 'fnocars_sup' contains the superior limits. You can change "conf" to 0.90 for obtaining the 90% confidence intervals. -- Ignacio Diaz-Emparanza DEPARTAMENTO DE ECONOMÍA APLICADA III (ECONOMETRÍA Y ESTADÍSTICA) UPV/EHU Avda. Lehendakari Aguirre, 83 | 48015 BILBAO T.: +34 946013732 | F.: +34 946013754 www.et.bs.ehu.es