estimated using ordinary least squares
estimated using ordinary least squares?
(i)An AR(1)
(ii)An ARMA(2,0)
(iii)An MA(1)
(iv)An ARMA(1,1)
(i) only |
(i) and (ii) only |
(i), (ii), and (iii) only |
(i), (ii), (iii), and (iv) Consider the following AR(2) model. What is the optimal 2-step ahead forecast for y if all information available is up to and including time t, if the values of y at time t, t-1 and t-2 are –0.3, 0.4 and –0.1 respectively, and the value of u at time t-1 is 0.3? -0.1 0.27 -0.34 0.30 |
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