Question: need to find a formula for one step ahead prediction error, see attached. Let Rn = 1/v(0) be the autocorrelation matrix. Find a formula for

need to find a formula for one step ahead prediction error, see attached.

need to find a formula for one step ahead prediction error, see

Let Rn = 1/v(0) be the autocorrelation matrix. Find a formula for E(PIXn+1 [X ] - Xi)= =?, in terms of yx(0) and the determinants of R, and R,+1

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