Question: The intercept term is 5 5 0 and the first and second order moving average coefficients, omega _ { 1 } and 1 , are
The intercept term is and the first and second order moving average coefficients, omega and are estimated as and respectively, in an ARIMA process. What would be the oneperiod ahead forecast of the variable of interest if the current and one period lagged values are given as and Or the forecast variable itself and as and for the past forecast errors from the model
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