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Assume the current value of Z, is 165 from a process that has the AR(1) model z = 0.42-1 + a, and mean 162. Make one-step-ahead forecasts for the 5 observations. t 121 122 123 124 125 2.1 2.8 (observed) 1.5 1.2 0.4

Assume the current value of Z, is 165 from a process that has the AR(1) model z = 0.42-1 + a, and mean 162. Make one-step-ahead forecasts for the 5 observations. t 121 122 123 124 125 2.1 2.8 (observed) 1.5 1.2 0.4

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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Assume the current value of Z, is 165 from a process that has the AR(1) model z = 0.42-1 + a, and mean 162. Make one-step-ahead forecasts for the 5 observations. 121 122 123 124 125 2.1 2.8 1.5 1.2 (observed) 0.4
Transcribed Image Text:Assume the current value of Z, is 165 from a process that has the AR(1) model z = 0.42-1 + a, and mean 162. Make one-step-ahead forecasts for the 5 observations. 121 122 123 124 125 2.1 2.8 1.5 1.2 (observed) 0.4
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