Forecasts
Not what you're looking for?
1. The time series Xt is generated by the ARIMA (1,1,2) model
(1-0.60B)(1-B)Xt= (1 - 0.86B + 0.30Bsquared)at
Where B is the back-shift operator, and at is white noise. Is there an exponential smoothing algorithm that generates the same forecasts as this model? If so, write down the recurrence form of that algorithm.
Purchase this Solution
Solution Summary
The solution determines if there is an exponential smoothing algorithm that generates the same forecasts as the model shown.
Purchase this Solution
Free BrainMass Quizzes
Elementary Microeconomics
This quiz reviews the basic concept of supply and demand analysis.
Economics, Basic Concepts, Demand-Supply-Equilibrium
The quiz tests the basic concepts of demand, supply, and equilibrium in a free market.
Basics of Economics
Quiz will help you to review some basics of microeconomics and macroeconomics which are often not understood.
Pricing Strategies
Discussion about various pricing techniques of profit-seeking firms.
Economic Issues and Concepts
This quiz provides a review of the basic microeconomic concepts. Students can test their understanding of major economic issues.