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2. Consider a time series of n = 40 Y, values and suppose Holt's model with additive errors is the appropriate model to use. The

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2. Consider a time series of n = 40 Y, values and suppose Holt's model with additive errors is the appropriate model to use. The error correction formulation of this model is Y = LL + B + , , iid N(0, G-) and L = L,, +B, + Q6, B, = B,1 + BE Using all available information, what is the AIC value. This value has been replaced with ---A--- in the ers output below. Hint: Think about the information that is used to estimate o and how this information is related to the calculation of AIC. Estimate Holt's model with additive errors Y time series

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