Which model has smallest root mean squared forecast error

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Reference no: EM131444734

Question: In this exercise you will compute pseudo out-of-sample two-quarter-ahead forecasts for ?Y beginning in 1989:4 through the end of the sample. (That is, you will compute

a. Construct iterated two-quarter-ahead pseudo out-of-sample forecasts using an AR(1) model. b.

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d. Which model has the smallest root mean squared forecast error?

Reference no: EM131444734

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