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ferg ferg
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6 years ago
A multiperiod regression forecast h periods into the future based on an AR(p) is computed
 
  A) the same way as the iterated AR forecast.
  B) by estimating the multiperiod regression Yt = 0 + 1Yt-h + ... + pYt-p-h+1 + ut, then using the estimated coefficients to compute the forecast h periods in advance.
  C) by estimating the multiperiod regression Yt = 0 + 1Yt-h + ut , then using the estimate coefficients to compute the forecast h period in advance.
  D) by first computing the one-period ahead forecast, next using that to compute the two-period ahead forecast, and so forth.
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gapodaca24gapodaca24
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6 years ago
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ferg Author
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6 years ago
This helped my grade so much Perfect
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Smart ... Thanks!
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2 hours ago
This site is awesome
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