Question: Consider the ARIMA model ( 1 0 . 4 3 B ) ( 1 B ) Z t = a t and the observations Z

Consider the ARIMA model

(10.43B)(1B)Zt=at

and the observations Z49=33.4,Z50=33.9 and a2=2 .

  • At time t = 51, Compute the forecastZ50(l), forl=1,2,3and their90%forecast limits

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