Question: Follow up this chapter's forecasting exercise by computing the multistep forecast, forecast uncertainty, and density forecast based on AR(5) and ARMA(2,4) specifications, which were very

Follow up this chapter's forecasting exercise by computing the multistep forecast, forecast uncertainty, and density forecast based on AR(5) and ARMA(2,4) specifications, which were very similar to the AR(4) model (Table 8.2). Assess the differences between the forecasts based on these two models and the forecast built in Section 8.3.

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