Question (a) Suppose a time series Yt is fitted by ARIMA (0,0,1) model: Y = −0.7 + & +0.52–1 Suppose the value for Yt in

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Question A Suppose A Time Series Yt Is Fitted By Arima 0 0 1 Model Y 0 7 0 52 1 Suppose The Value For Yt In 1 (17.67 KiB) Viewed 30 times

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Question (a) Suppose a time series Yt is fitted by ARIMA (0,0,1) model: Y = −0.7 + & +0.52–1 Suppose the value for Yt in April = 0.679, value for Yt in May = 1.233, the value for Yt in June = -0.560, predict the future values Yt+1 (July) and Y₁+2 (August)? Question (b) Suppose a time series Yt is fitted by dynamic regression model: Yt = 0.7 1 0.2B X-2 0.5-1 + & Suppose the value for Y₁ in April = 0.679, value for Yt in May = 1.233, the value for Yt in June = -0.560, predict the future values Yt+1 (July) and Y₁+2 (August)?