Question: 18.1 Write the equation that determines the forecast () in terms of wr(1), wy(2)... for a third-order homogeneous nonstationary process; Le., derive the equivalent of

18.1 Write the equation that determines the forecast () in terms of wr(1), wy(2)... for a third-order homogeneous nonstationary process; Le., derive the equivalent of Eq (18.18) for an ARIMA model with d = 3.

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