Question: Consider a time series { y t } where: { y t } follows a random walk model and { c t } is from

Consider a time series {yt} where:
{yt} follows a random walk model and {ct} is from a white noise process.
c6=1,c7=2,c8=4,c9=3
The average of c1 through c5 is 1.5.
y0=20
The 4-step ahead forecast of y9,hat(y)9, is based on y5.
Determine which of the following statements is true.
y5=26.5
y9=36.5
hat(y)9=32.5
The forecast error for the time series at time 9 is 3.
 Consider a time series {yt} where: {yt} follows a random walk

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