Question: = t 10.1 Based on quarterly data, a seasonal model of the form Y, = Y,-4+e,-01-1-024 -2 has been fit to a certain time series.


= t 10.1 Based on quarterly data, a seasonal model of the form Y, = Y,-4+e,-01-1-024 -2 has been fit to a certain time series. (a) Find the first four y-weights for this model. (b) Suppose that 01 = 0.5, 02 =-0.25, and 0e = 1. Find forecasts for the next four quarters if data for the last four quarters are IV Quarter Series II 20 25 25 w 6 = 40 Residual 2 1 2 (c) Find 95% prediction intervals for the forecasts in part (b). = t 10.1 Based on quarterly data, a seasonal model of the form Y, = Y,-4+e,-01-1-024 -2 has been fit to a certain time series. (a) Find the first four y-weights for this model. (b) Suppose that 01 = 0.5, 02 =-0.25, and 0e = 1. Find forecasts for the next four quarters if data for the last four quarters are IV Quarter Series II 20 25 25 w 6 = 40 Residual 2 1 2 (c) Find 95% prediction intervals for the forecasts in part (b)
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