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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