Question: 8. For the AIDS data (Example 8.6), apply the autoregressive conditional mean model with positive priors on all parameters and with and without stationarity assumed

8. For the AIDS data (Example 8.6), apply the autoregressive conditional mean model

. ~ (.), = y +-1+ Bith-1

with positive priors on all parameters and with and without stationarity assumed for {α1, β1}.
How do the forecasts for t = 15, 16, etc., compare to those of the INAR model fitted in Example 8.6.

. ~ (.), = y +-1+ Bith-1

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