Question: Suppose you just fit an AR(2) model to a time series Yt, t = 1, . . ., n, and the estimates were The last

Suppose you just fit an AR(2) model to a time series Yt, t = 1, . . ., n, and the estimates were

Suppose you just fit an AR(2) model to a time

The last three observations were Yn-2 = 101.0, Yn-1 = 99.5, and Yn = 102.3. What are the forecasts of Yn+1, Yn+2, and Yn+3?

100.1, = 0.5, and 2 = 0.1.

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