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Model has been fit to a time series

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An AR(3) model has been fit to a time series. The estimates are m =104 , f1 = 0.4, f2 =0.25 , and f3 = 0.1. The last four observations were Yn-3 = 105, Yn-2 = 102, Yn-1 = 103, and  Yn=99 . Forecast Yn+1 and Yn+2 using these data and estimates.

Reference no: EM131764008

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