I'm doing time series analysis and I would like to calculate the prediction interval. I have predicted the next 24 values for my time series, but now I would also like to calculate the prediction interval for them (say 95% interval). How to do this? Can someone show me the steps? I found a pdf on the subject, but it only showed how to make the prediction interval for one step-forecast ... here is the pdf if you want to see ...
http://www.learningace.com/doc/2087382/d6c17c68ca3c0a03278d4a97276a0223/forecast-conf-int-11
Update to question:
When answering my question, could you please explain what to do and not redirect me to a R-package or something. I want to know what I'm doing.