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3. For the model (1-B)(1-0.2B)X-(1-0.5B)a,, find forecasts for one and two steps ahead, and show that a recursive expressions for forecasts three or more steps ahead is given by X, (k)=1.2X, (k-1)-0.2X, (K-2)

3. For the model (1-B)(1-0.2B)X-(1-0.5B)a,, find forecasts for one and two steps ahead, and show that a recursive expressions for forecasts three or more steps ahead is given by X, (k)=1.2X, (k-1)-0.2X, (K-2)

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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3. For the model (1-B)(1-0.2B)XF(1-0.5B)a. find forecasts for one and two steps ahead, and show that a recursive expressions for forecasts three or more steps ahead is given by X, (k) = 1.2X, (k - ) – 0.2X, (k – 2)
Transcribed Image Text:3. For the model (1-B)(1-0.2B)XF(1-0.5B)a. find forecasts for one and two steps ahead, and show that a recursive expressions for forecasts three or more steps ahead is given by X, (k) = 1.2X, (k - ) – 0.2X, (k – 2)
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