Question: A given time series follows a random walk process, we know that the standard deviation(not variance) of its error is: 3. The last observed

A given time series follows a random walk process, we know that the standard deviation(not variance) of its error is: 3. The last observed value of the time series is 2. What is the variance of the prediction of the process 3 time steps ahead? Enter the answer to two decimal places.

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