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  3. v t+ 1 consider the 2-period ahead forecast 7 +2=

V T+ 1 Consider the 2-period ahead forecast 7 +2=E(97+2 | yp..... Y m.)....

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V T+ 1 Consider the 2-period ahead forecast 7 +2=E(97+2 | yp..... Y m.). Which of the following statements is not true? O a. If the ARMA(p,q) is invertible, then y can be reasonably approximated by a linear function of y p..., YT T+2 Ob The forecast error variance o? = Var(97+2-T+2) is finite only if the ARMA(p,q) is stable. V.T+2 OC. Predictive intervals for y account for uncertainty due to unobserved E as well as parameter estimation. T+2 E T +1' T+2 Od. All of the above are true. V T+ 1 Consider the 2-period ahead forecast 7 +2=E(97+2 | yp..... Y m.). Which of the following statements is not true? O a. If the ARMA(p,q) is invertible, then y can be reasonably approximated by a linear function of y p..., YT T+2 Ob The forecast error variance o? = Var(97+2-T+2) is finite only if the ARMA(p,q) is stable. V.T+2 OC. Predictive intervals for y account for uncertainty due to unobserved E as well as parameter estimation. T+2 E T +1' T+2 Od. All of the above are true

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