Question: Suppose Yt is an ARIMA(0,2,0) series. Derive formulas for forecasting YT 1, Yt 2, and YT 3 on the basis of data Y1, . .

Suppose Yt is an ARIMA(0,2,0) series. Derive formulas for forecasting YT 1, Yt 2, and YT 3 on the basis of data Y1, . . . , YT . Get the formula for 95% prediction limits for these forecasts

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