In the UCM procedure, by default, the standard errors of the series and component forecasts are computed by assuming that the estimated parameters are in fact the true parameters. Rodriguez and Ruiz (2010) describe a bootstrap-based procedure for computing the standard errors of the series and component forecasts that takes into account the uncertainty of the parameter estimation. By using this experimental feature in this release, you can request the computation of the standard errors based on this procedure by specifying the BOOTSTRAP option in the FORECAST statement. Subsequently, the confidence intervals for the series and component forecasts are based on these bootstrap standard errors. Note that this bootstrap algorithm is computationally expensive. The computational burden increases with the number of bootstrap replications and is comparable to fitting the specified model as many times as the number of replications. Fortunately these replications can be executed in parallel, and the UCM procedure can use multiple cores and multiple grid nodes (if they are available) to complete these calculations faster.