Yt = Lt-1 + €t. If the error term follows the assumptions of state-space model. Error terms follow a normal distribution
Posted: Mon Jul 11, 2022 11:42 am
Yt = Lt-1 + €t. If the error term follows the assumptions of state-space model. Error terms follow a normal distribution with mean 0 and variance of 4. Lt-1 = 10. What is the 95% confidence prediction interval for Yt? O [6.08, 13.92] O [8.44, 11.56] O [6.88, 13.12] O [8.04, 11.96]