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Answer to Question #316945 in Statistics and Probability for THEASAMOAH

Question #316945

Consider the following MA(1) process:Β y𝑑= 0.5π‘’π‘‘βˆ’1+𝑒𝑑What is your forecast for 𝑦𝑑+1 if you observe π‘’π‘‘βˆ’1 = 0.2 and 𝑒𝑑= -0.8?

  1. What is your forecast for 𝑦𝑑+2?
  2. What is the forecast for 10-step ahead?
  3. How does the forecast for the distant future compare to the unconditional expectation of this MA(1) process?
  4. How is the forecasting exercise related to the expectation of the stochastic process {𝑦𝑑}?Β 
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