RDF - Intervals
Dear all,
I have some questions regarding intervals in RDF and I can't seem to find the answers in the manuals or here in Support.
- There is a mention to “Char & Yatfield, International Journal of Forecasting, March 1992” for more details on Prediction Intervals, but I couldn't find the article in that Journal. Is it the right issue of the Journal?
- Does RDF produce Confidence intervals or Prediction intervals or both? If both, how?
- Does RDF uses Regression also to calculate the intervals? Or assumes Normal distribution?
- Manual says: “…intervals are calculated as standard deviation, but for Simple, Holt, and Winters the calculation is more complex”. Can you explain the calculation?
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