Question: 1 8 . 7 Derive expressions for the one - , two - , and three - period forecasts, hat ( y ) T (

18.7 Derive expressions for the one-, two-, and three-period forecasts, hat(y)T(1),hat(y)T(2), and hat(y)T(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 l-period forecast, with l>3?
 18.7 Derive expressions for the one-, two-, and three-period forecasts, hat(y)T(1),hat(y)T(2),

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