*** Thu, 28 Jul 2016 16:42:33 ***
FORECASTING
Reference: Lütkepohl (1993), IMTSA, 2ed, ch. 5.2.6, ch. 10.5
CI coverage:              0.95     
forecast horizon:         5 periods 
using standard confidence intervals

            Dp                        
time        forecast     lower CI     upper CI     +/-          
1999 Q1    -0.0224      -0.0318      -0.0129       0.0094      
1999 Q2    -0.0039      -0.0136       0.0058       0.0097      
1999 Q3     0.0033      -0.0066       0.0132       0.0099      
1999 Q4     0.0244       0.0143       0.0345       0.0101      
2000 Q1    -0.0249      -0.0359      -0.0139       0.0110      

            R                         
time        forecast     lower CI     upper CI     +/-          
1999 Q1     0.0396       0.0296       0.0496       0.0100      
1999 Q2     0.0408       0.0253       0.0562       0.0154      
1999 Q3     0.0402       0.0210       0.0594       0.0192      
1999 Q4     0.0388       0.0158       0.0619       0.0231      
2000 Q1     0.0400       0.0134       0.0666       0.0266      

