Question
Consider the processes for y that are given below, which you estimate using a sample from t=1,...,T, and for each of them construct the forecast
Consider the processes for y that are given below, which you estimate using a sample from t=1,...,T, and for each of them construct the forecast for the period that is asked. [You will do symbolic derivations like the ones I did in class for an AR(2).]
a.AR(4), forecast for period T+3.
b.ARMA(1,3), forecast for period T+2.
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Austro-corporatism Past, Present, Future
Authors: Gunter Bischof
1st Edition
1000675858, 9781000675856
