Holt-Winters Seasonal (tssmooth shwinters) forecast on Panel data with confidence interval

[Ruby Han]

Hi Statalist,

I am working with panel data that have a subject-quarter structure. My goal is to find the upper limit of the 95% confidence interval for each subject-quarter forecast.

I tried to use the tssmooth shwinters command in Stata, but it only returned the point estimates for each row and the root mean squared error for the entire dataset. Is there a way that I can extract the rmses for each panel? I do see the command calculates the error for each panel separately, but it may not be stored anywhere.

Thanks a lot for your time and help!

[Joro Kolev]

Show some data using -dataex-, say 2-3 panels with the quarters, and show the commands that you used so far.