Question: Kindly show how the calculations are done with explaining the answer Following the approach for deriving prediction intervals from class using the observation and state

Kindly show how the calculations are done with explaining the answer

Following the approach for deriving prediction intervals from class using the observation and state equations, show that the one- and two-step-ahead prediction intervals for the ETS(A,A,N) model are given by Lt1 + Tt1 z/2 and Lt1 + 2Tt1 z/2 p 2[1 + 2 + 22 + 2 2], respectively

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