Answer to Question #155943 in Economics for jake

Question

Consider the processes for yt hat are given below, which you estimate using a sample from t=1,...,T, and for each of them construct the forecast for the period that is asked. [You will do symbolic derivations like the ones I did in class for an AR(2).]

a.AR(4), forecast for period T+3.

b.ARMA(1,3), forecast for period T+2.

Answer 1

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