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I'm trying to derive something and I got something but I wanted to check it. I was wondering the following: Suppose X_t is MA(1) with no intercept and MA parameter theta and variance say sigma...
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Hi All I have an expression for the H step ahead forecast of a model but I want to check if it's correct. Suppose I have the following model. Y_(T+30,T+31) = rho* Y_(T,T+30) + beta * (1-rho)...
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