How can 95% confidence intervals for predicted value be calculated in ARIMA analysis?

[Yuto Matsuoka]

I am currently conducting the analysis using the ARIMA model with the use of monthly data.
I have determined the most appropriate ARIMA model and calculated the predicted values of variables using the following code.

predict variable, dynamic(tm(2020m1))y

This allowed me to obtain an estimated value after January 2020, but I am not sure how to obtain a 95% confidence interval of each predicted value in stata.

How can I command stata to obtain a 95% confidence interval of each predicted value?
I would appreciate it if you could enlighten me.

[Yuto Matsuoka]

According to some research papers, I learned that a 95% confidence interval of each predicted value can be calculated with the use of mean square errors (MSE).
MSE of predicted values can be calculated using the following code in ARIMA analysis.

predict variable, mse

After getting the value of MSE, I am not sure how to calculate a 95% confidence interval of each predicted value in stata.
I would be very glad if someone gives a knowledge about this.