求解关于时间序列预测的一道题

Atime series model has been fitted and checked with historical data yielding:

Yt =27 + 0.42Yt-1 + et.

Supposethat at t = 40, Y40 = 37.

(a)    Determinethe forecasts for periods 41 to 44 from origin 40.

(b)   Supposethat the observed value of Y41 is 39. Update the forecasts forperiods 42 to 44.

a：42.54  44.87  45.84  46.26   b: 43.38  45.22  46.00

估计参数的error呢？

不用考虑这个吧

a)42,54
44,8668
45,844056
46,25450352
b)
43,38
45,2196
45,992232

Wfinance 发表于 2015-5-11 23:33
a：42.54  44.87  45.84  46.26   b: 43.38  45.22  46.00

能不能发下b小题的具体步骤

luosangum 发表于 2015-5-22 23:12
能不能发下b小题的具体步骤

Wfinance 发表于 2015-5-22 23:54

额，这个图看不到啊