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time series analysis A return series follows an AR(2) model: r = 3 4 0.Art-1 + 0.2rt 2 + or, where t is measured

time series analysis

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A return series " follows an AR(2) model: r = 3 4 0.Art-1 + 0.2rt 2 + or, where t is measured in days. The white noise series of is assumed to be normally distributed with mean zero and standard deviation . = 1.8. If today's return was 72 4 and yesterday's was "4 1 -3 then a 95%% confidence interval for the two-day forecast is approximately A. 12.4.9.41 Outsome er the others

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