Lost in the development of the autoregressive model


You are given an annual time series with 40 consecutive values and asked to fit a fifth-order autoregressive model. How many comparisons are lost in the development of the autoregressive model and how many parameters do you need to estimate? Which of the orginal 40 values do you need for forecasting and state the model?

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Basic Statistics: Lost in the development of the autoregressive model
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