# Confidence interval vs. prediction interval misunderstanding

Problem

I have a time series data set with about 50 observations. I'd like to compute an interval that may contain the next/future value in the time series (the 51st data point). I tried using a 90% t-confidence interval (data isn't that normal) for this, so I calculated the mean, standard deviation, etc. However, the resulting interval captured less than 50% of the sample. That's not a very reassuring result given that it is a 90% CI and it doesn't give me much confidence on the ability of the interval to contain the next value observed in the time series.