In Example 6.8, fit a true series evolving according to an RW(3) model such that [theta_{t}=3 theta_{t-1}-3

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In Example 6.8, fit a true series evolving according to an RW(3) model such that

\[\theta_{t}=3 \theta_{t-1}-3 \theta_{t-2}+\theta_{t-3}+\omega_{t}\]

and assess fit against the RW(2) model.

Data from Example 6.8

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