*
* Example 7/8 on pp 364-365
*
open data writing.dat
calendar(m) 1963
data(format=free,org=columns) 1963:1 1972:12 writing
*
boxjenk(diffs=1,sdiffs=1,ma=1,sma=1,maxl,define=weq) writing
*
print 1971:4 1972:12 writing %resids
*
uforecast(equation=weq,stderrs=stderrs) wfore 1973:1 1974:12
set lower95 1973:1 1974:12 = wfore+%invnormal(.025)*stderrs
set upper95 1973:1 1974:12 = wfore+%invnormal(.975)*stderrs
*
* These are slightly wider than the ones shown in the text because of a different
* estimate for the variance.
*
print / wfore lower95 upper95
*
set lower80 1973:1 1974:12 = wfore+%invnormal(.1)*stderrs
set upper80 1973:1 1974:12 = wfore+%invnormal(.9)*stderrs
*
graph(footer="Figure 7-26 Forecasts and Prediction Intervals",$
  ovcount=4,overlay=fan,ovsame) 6
# writing 1969:1 1972:12
# wfore
# lower95
# lower80
# upper80
# upper95