Show that, when the characteristic roots are all di erent, the forecast function of an AR(p) process
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Show that, when the characteristic roots are all di erent, the forecast function of an AR(p) process has the representation given in (2.8).
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Related Book For 
Time Series Modeling Computation And Inference
ISBN: 9781498747028
2nd Edition
Authors: Raquel Prado, Marco A. R. Ferreira, Mike West
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