Consider the processes for y that 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+2. b. ARMA(1,3), forecast for period T+3.

Consider the processes for y that 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+2. b. ARMA(1,3), forecast for period T+3.

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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