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ml-recall

#ar1

1 question from Time Series

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Question 1: Short answer

easyAI-checkedTime Series

An AR(1) model yt=2+0.6 yt−1+εty_t = 2 + 0.6\,y_{t-1} + \varepsilon_t (noise with mean 0) is fitted to a series whose last value is yT=10y_T = 10. What is the two-step-ahead forecast y^T+2\hat y_{T+2}?

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