Question: Suppose you estimate an Ak2 ) regression model for Yt using a time series of T=100 observations. Your estimated regression equation is Yt=0.50.2Yt1+0.1Yt2, where Yt1Yt1,

Suppose you estimate an Ak2 ) regression model for Yt using a time series of T=100 observations. Your estimated regression equation is Yt=0.50.2Yt1+0.1Yt2, where Yt1Yt1, and Yt2 are the values of Y in periods t,t1, and t2, respectively. What is the out-of-sample forecast of Yt in period t=101 if Y100=8 in period t=100 ? 1.1 0.2 0.5 Not enough information provided

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