Question: Given a data set Y = (1.33, 0.56, 1.31, 0.37, 0.05, 0.46, 2.00, 0.19, 0.25, 1.07, 0.17, 1.14, 0.63, 0.75, 0.15, 0.71, 0.45, 0.14, 0.57,
Given a data set Y = (1.33, 0.56, 1.31, 0.37, 0.05, 0.46, 2.00, 0.19, 0.25, 1.07, 0.17, 1.14, 0.63, 0.75, 0.15, 0.71, 0.45, 0.14, 0.57, 1.43). a) Fit an ARMA(1,1) model to {Yt}, find the 95% prediction intervals for the 1st and 2nd-step predictions
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