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Suppose the final prediction error (FPE) estimate of MSFE is 0.17 and the values of t,t1,rt1, and rt
are 4.67 , 4.14,0.98, and 1.02, respectively. The 95% forecast interval of ^T+1T is given by
(Round your answers to two decimal places.)

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Suppose the final prediction error FPE estimate of MSFE is.pdf

  • 1. Suppose the final prediction error (FPE) estimate of MSFE is 0.17 and the values of t,t1,rt1, and rt are 4.67 , 4.14,0.98, and 1.02, respectively. The 95% forecast interval of ^T+1T is given by (Round your answers to two decimal places.)