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st: Time Series Fan Charts


From   "Levin, David J." <dlevin@lmi.org>
To   "statalist@hsphsun2.harvard.edu" <statalist@hsphsun2.harvard.edu>
Subject   st: Time Series Fan Charts
Date   Fri, 12 Oct 2012 21:19:30 +0000

Has anyone come up with a routine for constructing ex ante graphical portrayals of expanding CIs (i.e., "Fan Charts") for either ARIMAX or VARX forecasts in STATA?

I'd really like to know what my options are...

Thanks!


David Levin

LMI

2000 Corporate Ridge
McLean, VA 22102-7805
(571)633-7925 P

Complex Problems. Practical Solutions.
www.lmi.org

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