Question: The ARMA(1,2) model Yt = μ + Ï1Yt-1 + t + θ1t-1 + θ2t-2 was fit to data and the estimates are The last two

The ARMA(1,2) model Yt = μ + Ï•1Yt-1 + ˆˆt + θ1ˆˆt-1 + θ2ˆˆt-2 was fit to data and the estimates are
The ARMA(1,2) model Yt = μ + Ï•1Yt-1 + ˆˆt

The last two values of the observed time series and residuals are

The ARMA(1,2) model Yt = μ + Ï•1Yt-1 + ˆˆt

Find the forecasts of Yn+1 and Yn+2.

Parameter Estimate 103 | 0.2 0,1 0.4 020.25 n 1120.1-2.3 n118.32.6

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