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Suppose you estimate an AR 2) regression model for Y_t using a time series of T=100 observations. where Y_t, Y t-1, and Y-t-2 are Your estimated regression equation is Y_t=0.5-0.2Y_t-1+0.1Y_t-2, the values of Y in periods t, t-1, and t-2, respectively. What is the out-of-sample forecast of Y_t in period t=101 if Y_100-8 in period t-=100? O-1.1 -0.2 0.5 Not enough information provided

Suppose you estimate an AR 2) regression model for Y_t using a time series of T=100 observations. where Y_t, Y t-1, and Y-t-2 are Your estimated regression equation is Y_t=0.5-0.2Y_t-1+0.1Y_t-2, the values of Y in periods t, t-1, and t-2, respectively. What is the out-of-sample forecast of Y_t in period t=101 if Y_100-8 in period t-=100? O-1.1 -0.2 0.5 Not enough information provided

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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Suppose you estimate an AR 2) regression model for Y_t using a time series of T-100 observations. Your estimated regression equation is Y t-0.5-0.2Y_t-1+0.1Y_t-2, where Y_t, Y_t-1, and Y_t-2 are the values of Y in periods t, t-1, and t-2, respectively. What is the out-of-sample forecast of Y_t in period t=101 if Y_100-8 in period t=100? O-1.1 -0.2 0 0.5 Not enough information provided
Transcribed Image Text:Suppose you estimate an AR 2) regression model for Y_t using a time series of T-100 observations. Your estimated regression equation is Y t-0.5-0.2Y_t-1+0.1Y_t-2, where Y_t, Y_t-1, and Y_t-2 are the values of Y in periods t, t-1, and t-2, respectively. What is the out-of-sample forecast of Y_t in period t=101 if Y_100-8 in period t=100? O-1.1 -0.2 0 0.5 Not enough information provided
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