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  1. Oct 2020
  2. stats.libretexts.org stats.libretexts.org
    3.4: Forecasting
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    1. michaeljagdharry 07 Oct 2020
      because E[Zt|Xn,Xn−1,…]

      because we expect future values of white noise terms to be 0 -- but we keep previous values as wt because we have already observed them

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    stats.libretexts.org/Bookshelves/Book:_Time_Series_Analysis_(Aue)/3:_ARMA_Processes/3.4:_Forecasting