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If the time series (y ) is a stationary AR(1) process, the forecast interval of yt+h conditional on It will as h increases (t is
If the time series (y ) is a stationary AR(1) process, the forecast interval of yt+h conditional on It will as h increases (t is fixed). Select one: O a. become narrower at first then stabilise. O b. become wider at first then stabilise. O c. not change. O d. keep becoming wider
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