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[ENH] ARIMA prediction intervals #3100

@JoaquinAmatRodrigo

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@JoaquinAmatRodrigo

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

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    enhancementNew feature, improvement request or other non-bug code enhancementforecastingForecasting package

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