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Suppose that Y, follows the AR(p) model Y = Bo + BYt-1+... + PpYt-p + Ut, where E(utlYt- 1, Yt-2, ... ) = 0. Let
Suppose that Y, follows the AR(p) model Y = Bo + BYt-1+... + PpYt-p + Ut, where E(utlYt- 1, Yt-2, ... ) = 0. Let Yt+ hit = E (Y+ +hlY+, Yt- 1,... ) Yt+ hit can be calculated as: O A. Y + +hit = Bo+ ( B1 + ...+ Pp)Ytth- 1/t. OB. Yethit = Bo + BYtth-1/t + ...+ PpYt+h-pit for h> p. O C. Y + +hit = (Bo+ By + ...+ Pp) x(Y+ + Yrth- 1/+ + ... + + +h-plt). OD. Y + + hit = Bo + BYt- 1+ ...+ Ppyt-p
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