The current implementation of the Fan Chart displays equal tail probability bands and do not take into account that the variable of interest may be subject to data revision. In this note I propose the use of Highest Probability Density, HPD, bands and include flexibility to display the risks...

Abstract. Our current implementation of the Fan Chart follows the originalBritton Fisher and Whitley [2] and Blix and Sellin [1] proposal in which theinputs enter at the fourth and ninth quarters and are distributed within theforecasting horizon according to pre established weights. This...

Our current implementation of the Fan Chart follows the original Britton Fisher and Whitley (1998) and Blix - Sellin (1998) proposal in which the inputs enter at the fourth and ninth quarters and are distributed within the forecasting horizon according to pre established weights. This procedure...