Question: Tables 14 4 9 and 14 4 10 show basic computer results from a

Tables 14.4.9 and 14.4.10 show basic computer results from a Box–Jenkins analysis of yields on three-month U.S. Treasury bills each year from 1970 through 2009.
a. What kind of process has been fitted?
b. Write the model in a way that shows how the next observation is determined from the previous one.
c. Which estimated coefficients are statistically significant?
d. Draw a time-series plot of the original data (from Table 14.1.5), the forecasts, and the forecast limits.
e. Comment on these forecasts and forecast limits.

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  • CreatedNovember 11, 2015
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