Hello!
I have made a forecast for a time series using the forecast command. I would like to produce a diagram that shows the time series with a CI (confidence interval) for the forecasted periods.
I have consulted the manual on the forecast command however I have not been able to produce the CI around the forecasted periods. I have tried using the tsfcastgraph, however with no success so far. Can anyone give me a hint on which command and extension I should be using? Thank you for any comments or advice.
These are the commands I use:
tsset time
reg x y z
estimates store x1
forecast create x_model, replace
forecast estimates x1
forecast exogenous y z
forecast solve, prefix(f_) begin(11)
twoway (tsline f_x)
I have time series data for two variables (y and z) for periods 1-40, and for periods 1-10 for the variable x.
I create a forecast for the periods 11-40 for x, based on the historical data of variables y and z.
Best regards
Thomas
I have made a forecast for a time series using the forecast command. I would like to produce a diagram that shows the time series with a CI (confidence interval) for the forecasted periods.
I have consulted the manual on the forecast command however I have not been able to produce the CI around the forecasted periods. I have tried using the tsfcastgraph, however with no success so far. Can anyone give me a hint on which command and extension I should be using? Thank you for any comments or advice.
These are the commands I use:
tsset time
reg x y z
estimates store x1
forecast create x_model, replace
forecast estimates x1
forecast exogenous y z
forecast solve, prefix(f_) begin(11)
twoway (tsline f_x)
I have time series data for two variables (y and z) for periods 1-40, and for periods 1-10 for the variable x.
I create a forecast for the periods 11-40 for x, based on the historical data of variables y and z.
Best regards
Thomas
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