Question: 7. Which statement about MMSE forecasts in stationary ARMA models is true? (a) If Ye(1) is the MMSE forecast of In Ytti, then et() is

7. Which statement about MMSE forecasts in stationary ARMA models is true? (a) If Ye(1) is the MMSE forecast of In Ytti, then et() is the MMSE forecast of Ytti. (b) As the lead time ( increases, Yt(1) will approach the process mean E(Yt) = p. (c) As the lead time / increases, var Yt(I)] will approach the process variance var(It) = 70. (d) All of the above are true

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