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For an AR(1) model with Y₁ = 7.5, = -0.6, = 5, and o² = 1, (a) Find Ŷ(1), (2), and Ŷ(6). (b) Find the error variances for your forecasts above.

For an AR(1) model with Y₁ = 7.5, = -0.6, = 5, and o² = 1, (a) Find Ŷ(1), (2), and Ŷ(6). (b) Find the error variances for your forecasts above.

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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For an AR(1) model with Y = 7.5, ø = -0.6, µ = 5, and ož = 1, (a) Find Ÿ(1), Ý:(2), and Ý;(6). (b) Find the error variances for your forecasts above.
Transcribed Image Text:For an AR(1) model with Y = 7.5, ø = -0.6, µ = 5, and ož = 1, (a) Find Ÿ(1), Ý:(2), and Ý;(6). (b) Find the error variances for your forecasts above.
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