Question: 4. A Gaussian AR(1) model was fitted to a time series based on a sample of size n. You are given 1 = 0.8, A

4. A Gaussian AR(1) model was fitted to a time series

4. A Gaussian AR(1) model was fitted to a time series based on a sample of size n. You are given 1 = 0.8, A = 2, 02 =9 x 10-4, In = 2.05. Write the 95% prediction interval for the observation three periods ahead

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