Question: derive expressions for the one two and three period forecasts, yt(1), yt(2) and yt(3) for the second order moving average process MA(2). What are the
derive expressions for the one two and three period forecasts, yt(1), yt(2) and yt(3) for the second order moving average process MA(2). What are the variance of the errors for these forecasts? What is the variance of the error for the l-period forecast with l>3
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