Obtain the corresponding autoregressive representation of the processes yt 1 2 0 84t1 t yt 1 2 1 25 t1 t1 Based on these representations, which process do you prefer for forecasting purposes ' ' Explain ...

The process y t 1 2 0 8 t 1 t can be written as y t 1 2 1 0 8 L t which implies tha ...

Obtain the corresponding autoregressive representation of the processes yt = 1.2 + 0.84t1 + t yt =

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Obtain the corresponding autoregressive representation of the processes
yt = 1.2 + 0.84εt–1 + εt
yt = 1.2+ 1.25 εt–1 + εt–1
Based on these representations, which process do you prefer for forecasting purposes'.' Explain.

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Forecasting for Economics and Business

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Authors: Gloria Gonzalez Rivera

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Question Posted: Feb 25, 2016 06:16 AM

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Obtain the corresponding autoregressive representation of the processes yt = 1.2 + 0.84t1 + t yt =

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