For the latest version of JMP Help, visit JMP.com/help.

Publication date: 09/28/2021

Prediction Intervals

The prediction intervals are defined as follows:

For m future observations:

Equation shown here for Equation shown here

For the mean of m future observations:

Equation shown here for Equation shown here.

For the standard deviation of m future observations:

Equation shown here for Equation shown here

where m = number of future observations, and n = number of points in current analysis sample.

The one-sided intervals are formed by using 1-α in the quantile functions.

See Meeker et al. (2017, ch. 4).

Want more information? Have questions? Get answers in the JMP User Community (community.jmp.com).