Question: ( 1 5 points ) Suppose a given dataset follows the AR ( 2 ) model Y t = 6 + 1 . 2 Y

(15 points) Suppose a given dataset follows the AR(2) model Yt=6+1.2Yt-1-0.4Yt-2+et with e2=2
a. If the Y6=11 and Y7=10, forecast Y8 and Y9.
b. Calculate 95% prediction limits for your forecast in part a.
c. If the value for Y8 was actually 15, update your forecast for Y9.
(15 points) Suppose a given dataset follows the AR(2) model Yt=6+1.2Yt-1-0.4Yt-2+et

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