Introduction to fit a fifth-order autoregressive model

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Reference no: EM13103421

You are given an annual time series with 40 consecutive values and asked to fit a fifth-order autoregressive model.

(a) How many comparisons are lost in the development of the autoregressive model?

(b) How many parameters do you need to estimate?

(d) State the fifth-order autoregressive model.

(e) Write an equation to indicate how you would forecast j years into the future.

Reference no: EM13103421

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