Question: (c) Given Cgg = 5 and X 100 = 7, forecast X101 and X102. (4 points)(e) What is the standard error of the forecast error

forecast error for the forecast of $103? (4 points) Consider the following

stationary AR process Ct = 2+ -2t-1 - t - 2 +

Wt . (1) 6 6 Assume the variance of wt is o?

(c) Given Cgg = 5 and X 100 = 7, forecast X101 and X102. (4 points)(e) What is the standard error of the forecast error for the forecast of $103? (4 points) Consider the following stationary AR process Ct = 2+ -2t-1 - t - 2 + Wt . (1) 6 6 Assume the variance of wt is o? = 1. Suppose we observe X100, Egg, . . . . Hint: 1 - 2z + 22 = (1 - ,2)(1 - 32)

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