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enhancementNew feature, improvement request or other non-bug code enhancementNew feature, improvement request or other non-bug code enhancementforecastingForecasting packageForecasting package
Description
Describe the feature or idea you want to propose
Hi,
Thank you very much for your excellent work in creating an efficient native Python version of ARIMA.
It would be great if there were the option to estimate prediction intervals with ARIMA.
Describe your proposed solution
Add the option to return prediction intervals in method iterative_forecast() with an addional argument alpha.
Describe alternatives you've considered, if relevant
No response
Additional context
No response
MatthewMiddlehurst
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enhancementNew feature, improvement request or other non-bug code enhancementNew feature, improvement request or other non-bug code enhancementforecastingForecasting packageForecasting package