A Multiperiod Regression Forecast H Periods into the Future Based

question 30

Multiple Choice

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 = δ0 + δ1Yt-h + ...+ δpYt-p-h+1 + ut,then using the estimated coefficients to compute the forecast h periods in advance.
• C)by estimating the multiperiod regression Yt = δ0 + δ1Yt-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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Definitions:

Inches

A unit of length in the United States customary and British imperial systems, equal to one-twelfth of a foot or exactly 2.54 centimeters.

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A unit of distance measuring 5,280 feet or approximately 1.609 kilometers.

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