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CPT Help Home -> Specific Menu Items -> Options -> Forecast Settings Forecast SettingsThe forecast settings option also allows you to specify the confidence level used when calculating the prediction intervals for new forecasts. If the confidence level is set at p%, then p% of the prediction intervals should contain the observation. The higher the confidence level, the wider the interval will be. Standard settings are 90%, 95%, and 99%. Note that the new confidence level will only take effect when a new forecast window is opened. The method by which the error variance is calculated can be selected.
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