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Suppose that Y, follows the AR(p) model Y₁ =B₁ + B₁Y₁-1 + ... + BpYt-p+ut, where E (u₂lY₁-1. Yt-2,-) = 0. Let Yt + hlt=E(Yt+nlY₂. Y₁-1---)- Yt + hit can be calculated as: OA. Yt + hlt=Po + B₁ Yt+h-11t+...+BpYt+h-plt for h> p. OB. Yt + hlt (Bo + B₁ + ... + Bp) × (Y₂+ Y₁+h-11t+...+Yt+h-plt). OC. Yt + hlt =B₁ + B₁ + ... + Bp) Yt + h - 11t OD. Yt + hlt=Bo + B₁Y₁-1 + ... + BpYt-p₁

Suppose that Y, follows the AR(p) model Y₁ =B₁ + B₁Y₁-1 + ... + BpYt-p+ut, where E (u₂lY₁-1. Yt-2,-) = 0. Let Yt + hlt=E(Yt+nlY₂. Y₁-1---)- Yt + hit can be calculated as: OA. Yt + hlt=Po + B₁ Yt+h-11t+...+BpYt+h-plt for h> p. OB. Yt + hlt (Bo + B₁ + ... + Bp) × (Y₂+ Y₁+h-11t+...+Yt+h-plt). OC. Yt + hlt =B₁ + B₁ + ... + Bp) Yt + h - 11t OD. Yt + hlt=Bo + B₁Y₁-1 + ... + BpYt-p₁

Advanced Engineering Mathematics
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Suppose that Y, follows the AR(p) model Y₁ =B₁ + B₁Y ₁-1 +...+BpY₂-p+ut, where E(utlYt-1, Yt-2, ...) = 0. Let Yt + hit = E(Yt+nlYt₁ Y₁-1). Yt + hlt can be calculated as: OA. Yt + hlt=Bo + B₁Yt+h-11t+...+BpYt+h-plt for h> p. OB. Yt+ht=(Bo+B₁ + ... + Bp) × (Y₂+ Y₁+h-11t+...+Yt+h-plt). OC. Yt + hlt=B₁ + B₁ + ... + Bp) Yt + h-11t OD. Yt + hlt Bo + B₁₂ Y ₁-₁ + ... + B₂Yt-p²
Transcribed Image Text:Suppose that Y, follows the AR(p) model Y₁ =B₁ + B₁Y ₁-1 +...+BpY₂-p+ut, where E(utlYt-1, Yt-2, ...) = 0. Let Yt + hit = E(Yt+nlYt₁ Y₁-1). Yt + hlt can be calculated as: OA. Yt + hlt=Bo + B₁Yt+h-11t+...+BpYt+h-plt for h> p. OB. Yt+ht=(Bo+B₁ + ... + Bp) × (Y₂+ Y₁+h-11t+...+Yt+h-plt). OC. Yt + hlt=B₁ + B₁ + ... + Bp) Yt + h-11t OD. Yt + hlt Bo + B₁₂ Y ₁-₁ + ... + B₂Yt-p²
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