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Community Bot
Community Bot
  • 1

Since each "sum" of the time series you have is Independent and Normally distributed, you need a different approach from autocorrelated time series models:

(1) http://en.wikipedia.org/wiki/Prediction_interval

(2) How to calculate the confidence interval for time-series prediction?How to calculate the confidence interval for time-series prediction?

I leave it for the experts here to illustrate how to go about with methodology(1) as I have no idea of the detailed steps to construct Prediction Intervals for your discrete time series.

Since each "sum" of the time series you have is Independent and Normally distributed, you need a different approach from autocorrelated time series models:

(1) http://en.wikipedia.org/wiki/Prediction_interval

(2) How to calculate the confidence interval for time-series prediction?

I leave it for the experts here to illustrate how to go about with methodology(1) as I have no idea of the detailed steps to construct Prediction Intervals for your discrete time series.

Since each "sum" of the time series you have is Independent and Normally distributed, you need a different approach from autocorrelated time series models:

(1) http://en.wikipedia.org/wiki/Prediction_interval

(2) How to calculate the confidence interval for time-series prediction?

I leave it for the experts here to illustrate how to go about with methodology(1) as I have no idea of the detailed steps to construct Prediction Intervals for your discrete time series.

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krazycat
krazycat
  • 1

Since each "sum" of the time series you have is Independent and Normally distributed, you need a different approach from autocorrelated time series models:

(1) http://en.wikipedia.org/wiki/Prediction_interval

(2) How to calculate the confidence interval for time-series prediction?

I leave it for the experts here to illustrate how to go about with methodology(1) as I have no idea of the detailed steps to construct Prediction Intervals for your discrete time series.