- Consider The Ar 2 Process Y N 0 1 1 1 3y 043 2 U Te Z Z The Set Of Natural Numbers With U B 1 (72.93 KiB) Viewed 16 times
Consider the AR(2) process y -N (0, 1) - = 1 + 1 3y-| ~ 043₁-2 + U₁, te Z, (Z, the set of natural numbers) with u, = (b)
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Consider the AR(2) process y -N (0, 1) - = 1 + 1 3y-| ~ 043₁-2 + U₁, te Z, (Z, the set of natural numbers) with u, = (b)
Consider the AR(2) process y -N (0, 1) - = 1 + 1 3y-| ~ 043₁-2 + U₁, te Z, (Z, the set of natural numbers) with u, = (b) Suppose that y, (c) Determine the forecast error variances o²(1), o² (2) and (d) Compute 95% interval forecasts for y₁+1, +2 and y₁+3 10 and y₁: 1 2 Forecast y₁+1, №1+2 and Y₁+3 (3) (6 marks) (3 marks) (3 marks)