Question: Use the Projection Theorem to derive the Innovations Algorithm, Property 3.6, equations (3.77)-(3.79). Then, use Theorem B.2 to derive the m-stepahead forecast results given in

Use the Projection Theorem to derive the Innovations Algorithm, Property 3.6, equations (3.77)-(3.79). Then, use Theorem B.2 to derive the m-stepahead forecast results given in (3.80) and (3.81).

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