I'm trying to use the forecast package version 5.6 for doing forecasts with "nnetar" function, so I noticed that there's no prediction intervals for forecasting points by this function, eg.: 95% LS and LI. Does someone could help me about how to compute confidence intervals for forecasts based on "nnetar"?
Note: I have used ets and auto.arima functions to perform linear univariate time series forecasts, but in some situations I have also some non-linear time series and I'd like to use neural nets as an optional tool.
nnetarpurport to do? As it is currently worded, this question is so dependent on understanding this one particular software package that it seems more of a programming question than a statistical one. – whuber Apr 04 '17 at 18:51