Question

Which statement about MMSE forecasts in stationary ARMA models is true?
(A) If Xˆ
t(l) is the MMSE forecast of ln(Xt+l), then e
Xˆt(l)
is the MMSE forecast of Xt+l
.
(B) As the lead time l increases, Xˆ
t(l) will approach the process mean E(Xt) = µ.
(C) As the lead time l increases, V(Xˆ
t(l)) will approach the process variance V(Xt) = γ0.
(D) All of the above are true.
(E) None of the above are true.

Answer 1

Answer:

so the correct answer for this question is option B.......

Explanation:

B - as the lead team I increases, X

Answer 2

Answer:

B is the correct option

hope it will help you