[R] prediction interval for multiple future observations

[Vladimir Eremeev]

Vlad Skvortsov wrote:
> 
> '?predict.lm' says that the prediction intervals returned by predict() 
> are for single observation only. Is there a way to specify the desired 
> number of observations to construct the interval for?
> 

You can generate the desired sequence of new values using seq or sequence
and submit them to predict.lm in the newdata argument.
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