Question: Consider the processes for y that are given below, which you estimate using a sample from t=1,...,T, and for each of them construct the forecast

Consider the processes for y that are given below, which you estimate using a sample from t=1,...,T, and for each of them construct the forecast for the period that is asked. [You will do symbolic derivations like the ones I did in class for an AR(2).] a. AR(4), forecast for period T+2. b. ARMA(1,3), forecast for period T+3.

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