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Please Answer Question 21 Revisit Later Suppose you have a time-series variable y that follows a random walk model (with no drift), what will be

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Question 21 Revisit Later Suppose you have a time-series variable y that follows a random walk model (with no drift), what will be the optimal 1-step ahead forecast for y? Zero The current value of y O The historical average of y An exponentially weighted average of previous values of y

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