title: Confidence interval for statsmodels OLS model prediction
body: <p>I have a very similar problem to <a href="https://stackoverflow.com/questions/17559408/confidence-and-prediction-intervals-with-statsmodels?rq=1">this</a> question and it works for the training data. Now I´m trying to get the confidence interval for the predicted data:</p>
  
  <pre><code>from statsmodels.sandbox.regression.predstd import wls_prediction_std
  #define y, X, X_forecast as pandas dataframes
  regressor = sm.api.OLS(y, X).fit()
  wls_prediction_std(regressor.predict(X_forecast))
  </code></pre>
  
  <p>But, of course, gives an error complaining about <code>regressor.predict</code> being an array. How can I calculate the confidence interval for the predicted regression values?</p>