(Solved): 4.6 For an AR(1) model, determine the general form of the $m$-step-ahead forecast $x^n_{n+m}$, and s ...
4.6 For an AR(1) model, determine the general form of the $m$-step-ahead forecast $x^n_{n+m}$, and show $E[(x_{n+m}-c^n_{n+m})^2]=\sigma^2_w\frac{1-\phi^{2m}}{1-\phi^2}