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3.10 By matching the autocovariances and sample autocovariances at lags 0 and 1, t a model of the form X. u = m.-. u) +2..
3.10 By matching the autocovariances and sample autocovariances at lags 0 and 1, t a model of the form X. u = m.-. u) +2.. {2,} ~ WN(0. oz). to the data STRIKESTSM of Example 1.1.6. Use the tted model to compute the best predictor of the number of strikes in 1981. Estimate the mean squared error of your predictor and construct 95 % prediction bounds for the number of strikes in 1981 assuming that {2,} ~ iid N(0, 02). 4737 5117 5091 3468 4320 3825 3673 3694 3708 3333 3367 3614 3362 3655 3963 4405 4595 5045 5700 5716 5138 5010 5353 6074 5031 5648 5506 4230 4827 3885
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