Question: 18.3 Derive expressions for the one-, two-, and three-period forecasts, (1), (2), and (3), for the second-order moving average process MA(2). What are the variances

18.3 Derive expressions for the one-, two-, and three-period forecasts, (1), (2), and (3), for the second-order moving average process MA(2). What are the variances of the errors for these forecasts? What is the variance of the error for the I-period forecast, with 1>3?

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