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4. (Forecasting an ARMA(2,2) process) Consider the ARMA(2,2) process: y = 0,8-1 + 0,8-2 + 4 + 0,8-1 +0,4-2 a. Verify that the
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Given data Gluen equation Ye Diy Ly+02Yt2 teto, &- 1 + 2 era Answer (@).optimal y-step ahead folecast mode at time Tig et fol

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4. (Forecasting an ARMA(2,2) process) Consider the ARMA(2,2) process: y = 0,8-1 + 0,8-2 + 4...
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