USE R-STUDIO AND ADD CODE Let {X} an ARIMA process (2,1,0) given by: (1 - 0.8B...
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USE R-STUDIO AND ADD CODE Let {X} an ARIMA process (2,1,0) given by: (1 - 0.8B +0.25B²)VXt = Zt {Zt}~WN(0,1) Determine the forecast function. g(h) = PnXn+hVh> USE R-STUDIO AND ADD CODE Let {X} an ARIMA process (2,1,0) given by: (1 - 0.8B +0.25B²)VXt = Zt {Zt}~WN(0,1) Determine the forecast function. g(h) = PnXn+hVh>
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