For the model (1-B)(1-0.2B)X(1-0.5B)a,, find forecasts for one and two steps ahead, nd show that a recursive expressions for forecasts three or more steps ahead is given by

Advanced Engineering Mathematics
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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)
Transcribed Image Text: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)
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