ARIMA Prediction Intervals

pedrodomingosdv

你好,我是成功的建立一个合适的ARIMA model with nice results, but I was thinking if it is possible to show also the prediction intervals?

That would be good to end users I believe.

Regards

tftemme

Hi@pedrodomingosdv,

Unfortunately the calculation of the prediction intervals is not yet implemented.

I would suggest to use the Forecast Validation operator to calculate the (regression) performance of the model on test windows of your data set.

Best regards,
Fabian

pedrodomingosdv

Hitftemme,
thanks for the reply. I suspected that it wasn't available so far. Now I'm sure.
Looking forward t ha