Question: 14. For the MA(2) process Zt-At + At-1 + 2At-2, find a formula for zn(h) 15. The following model Z 0.5Z-1 + At -0.8At-1 0.4A-2

 14. For the MA(2) process Zt-At + At-1 + 2At-2, find

14. For the MA(2) process Zt-At + At-1 + 2At-2, find a formula for zn(h) 15. The following model Z 0.5Z-1 + At -0.8At-1 0.4A-2 has been fitted to a series, for which in3.24, an-0.64 and an- 0.95. Estimate the values of the process at times n + 1, n + 2 and n +3. If zn +1 = 1.6, find n+1 (1) and zn +1(2). 16. For data from the AR(1) model of the form ZZt-1 + At, obtain an expression for an approximate 95% confidence interval for in (h), in terms ofOA, and h. 14. For the MA(2) process Zt-At + At-1 + 2At-2, find a formula for zn(h) 15. The following model Z 0.5Z-1 + At -0.8At-1 0.4A-2 has been fitted to a series, for which in3.24, an-0.64 and an- 0.95. Estimate the values of the process at times n + 1, n + 2 and n +3. If zn +1 = 1.6, find n+1 (1) and zn +1(2). 16. For data from the AR(1) model of the form ZZt-1 + At, obtain an expression for an approximate 95% confidence interval for in (h), in terms ofOA, and h

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