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Forecasting ARMA Models

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Forecasts revert quickly to series mean Unless model is non-stationary or has very strong autocorrelations Prediction intervals open as extrapolate Variance of prediction errors rapidly approaches series variance 8-10.00-5.00 0.00 5.00 10.00 Y 196 198 200 202 204 206 208 210 Rows observed forecast

  Series, Prediction, Mara

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