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Bootstrap Prediction Intervals
My question concerns the construction of forecast prediction intervals using bootstrapping.
I have a 36 month time series, which I am using to perform point forecasts for the next 12 months using ...
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Why doesn't the exponential smoothing forecast package in R provide confidence intervals for the fitted values?
The upper and lower prediction intervals for the forecast periods are provided by the forecast() function.
However, neither prediction or confidence intervals seem to be available for the fitted ...
