c) Below is a table of the last ten values of a time series {rt},...
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c) Below is a table of the last ten values of a time series {rt}, and the innovations {at}. a 1 2 3 4 5 6 7 8 9 10 Time (t) re at 1 0 2 -1 0 -1 -2 0 1 0 0 2 -1 -1 -2 1 4 1 0 -1 Use these observed values to forecast the next two values of the series. If the series is a. An MA(1) model with O=0.6 b. An AR(1) model with d= -0.3 c. An ARMA(1,1) model with e=0.3 and @= -0.4 c) Below is a table of the last ten values of a time series {rt}, and the innovations {at}. a 1 2 3 4 5 6 7 8 9 10 Time (t) re at 1 0 2 -1 0 -1 -2 0 1 0 0 2 -1 -1 -2 1 4 1 0 -1 Use these observed values to forecast the next two values of the series. If the series is a. An MA(1) model with O=0.6 b. An AR(1) model with d= -0.3 c. An ARMA(1,1) model with e=0.3 and @= -0.4
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