Answer Happy

Posted: **Tue Jul 05, 2022 9:19 am**

: Consider A Random Walk Y As The Partial Sum Of A White Noise Process C A Show That The Step Forecast Error Is Y 1 (19.24 KiB) Viewed 13 times

Consider a random walk {y} as the partial sum of a white noise process {c₁}. a. Show that the /-step forecast error is yr+1=YT+1 = Σj=1(CT+j - č). b. Show that the approximate variance of the 1-step forecast error is lo?.