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ARIMA Prediction Intervals
pedrodomingosdv
Hi, I was successful establishing a suitable 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
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Accepted answers
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
All comments
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
Hi
tftemme
,
thanks for the reply. I suspected that it wasn't available so far. Now I'm sure.
Looking forward t ha
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