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Exercise 1. You observe a time series {2} = (-1, 6, 1, 20, 28, 14, 30, 21,18, 20) = (a) Fit an AR(1) model with drift an

Posted: Wed Nov 24, 2021 10:05 am
by answerhappygod
Exercise 1 You Observe A Time Series 2 1 6 1 20 28 14 30 21 18 20 A Fit An Ar 1 Model With Drift An 1
Exercise 1 You Observe A Time Series 2 1 6 1 20 28 14 30 21 18 20 A Fit An Ar 1 Model With Drift An 1 (26.43 KiB) Viewed 79 times
Exercise 1. You observe a time series {2} = (-1, 6, 1, 20, 28, 14, 30, 21,18, 20) = (a) Fit an AR(1) model with drift and report the estimates for the coefficients in your model. (b) What are the minimum mean squared error forecasts for the next 10 timepoints? (c) Comment on these forecasts. What are they moving towards and why?