18.2 Does it seem reasonable that for any ARIMA specification the forecast error vari ance one period

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18.2 Does it seem reasonable that for any ARIMA specification the forecast error vari ance one period ahead is always the variance of the error term? Offer an intuitive explanation for why Eq. (18.22) must always hold.

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Econometric Models And Economic Forecasts

ISBN: 9780079132925

4th Edition

Authors: Robert Pindyck, Daniel Rubinfeld

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Question Posted: Oct 24, 2024 07:04 AM

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18.2 Does it seem reasonable that for any ARIMA specification the forecast error vari ance one period

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Econometric Models And Economic Forecasts

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