Prediction intervals for combined forecast?
Hey all, taking a forecasting class and I'm using a simple average combination of a few different forecast. I've managed to produce said forecast and fitted values for the time series up to that forecast.
The problem I'm having is that this method does not produce point forecast like each individual model does on its own.
How could I go about calculating and then graphing a confidence interval over my combined forecast?
Thank you in advance
Posted Dec 7, 2025, 11:47 PM UTC
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