Question: 6. In the one-step ahead model selection table (Table 17.1), the models with very small or very large windows have more complex structure in the

6. In the one-step ahead model selection table (Table 17.1), the models with very small or very large windows have more complex structure in the residuals. Is this evidence that these models are not as appropriate as the models w = 7 to w = 23?

Explain.

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