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st: Confidence interval in ARIMA models

From   Eduardo de Masi <>
To   "" <>
Subject   st: Confidence interval in ARIMA models
Date   Tue, 11 Jun 2013 13:05:31 -0700 (PDT)

Please, how I do to calculate confidence interval for one-step ahead predictions after ARIMA models estimation?
I have used ARIMA function to estimate a transfer function model and PREDICT function for to obtain predictions in and out sample, but I can not to estimate confidence interval. I tried to use the function PREDICTLN new_var = PREDICT(Y), CI (new_var1 new_var2) and a error mensage was showed. Can you help me?


Eduardo de Masi 
tel. 5814-8995

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