Dynamic Confidence Intervals

[andre pereira]

Hey,

I am working in a time-series model where I am forecasting sales values (out-of-sample) for the following year. I'm using the command reg and I'm interested in finding the predicted
confidence intervals for those values. My point in doing this is to construct CI that broaden reflecting the growing uncertainty of the forecast.

Can someone clarify how can I do this?
Thanks

[Carlo Lazzaro]

Andre:
you may want to take a look at -regress postestimation- and -regress postestimation time series- entries in Stata .pdf manual.