Question: (1) For an AR(1) model with Y, = 12 2, $ = -0 5, and ur = 10 8 Find the forecast values Y, (1)

(1) For an AR(1) model with Y, = 12 2, $

(1) For an AR(1) model with Y, = 12 2, $ = -0 5, and ur = 10 8 Find the forecast values Y, (1) for / = 1, 2 and 10 (5) (v) Assuming the AR(1) model in (iv) above has independently and identically distributed random variables e, with mean 0 and variance a? = 0 | Calculate the 95% confidence limits for the forecasts Y, (1) and Y,(2) claculated above (6)

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