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[36 Marks]a) Derive the forecasting formula for an AR(1) model... | Filo

[36 Marks]a) Derive the forecasting formula for an AR(1) model... | Filo

Solution For [36 Marks]a) Derive the forecasting formula for an AR(1) model.(6 marks)b) For an AR(1) model with Y=15, Î±=-0.5, and Î²=12:i) Find t

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