Question: 1. For a random variable.x, proof that: Skew (a + bx] Skew [x] Kurt(a+br] = Kurt [x] 2. Suppose R. follows an ARMA(2,2) model,

1. For a random variable.x, proof that: Skew (a + bx] Skew [x] Kurt(a+br] = Kurt [x] 2. Suppose R. follows an ARMA(2,2) model, compute the mean, variance and one-step ahead forecast of R

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To prove that Skewabx Skewx and Kurtabx Kurtx we can use the following example Skewabx EabxEabxSabx3 ... View full answer

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