Question
In figure 5.1 below, we can see a plot of the actual values of cpi t over the out-of-sample period 2022M1-2023M8 against the generated forecast
In figure 5.1 below, we can see a plot of the actual values of cpit over the out-of-sample period 2022M1-2023M8 against the generated forecast values from the ARMA(6,5) model.
Comment on the results
Forecast from ARMA(6.2) Out-of-Samble 2022M1-2023M8Step by Step Solution
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Corporate Financial Management
Authors: Julian Ralph Franks, Harry H. Scholefield
2nd Edition
0566020548, 978-0566020544
