estimated using ordinary least squares?
|(i) and (ii) only|
|(i), (ii), and (iii) only|
|(i), (ii), (iii), and (iv)|
Consider the following AR(2) model. What is the optimal 2-step ahead forecast for y if all information available is up to and including time t, if the values of y at time t, t-1 and t-2 are –0.3, 0.4 and –0.1 respectively, and the value of u at time t-1 is 0.3?
-0.1 0.27 -0.34 0.30