Please provide answer in 1 hr Let the quadratic loss function be:L(eT+h) = ae7+hwhere er4h = YT+n – ÎT+h\T• Assuming that Yr4h~N(Hr+h, n), show that the optimalforecast is equal to µr+h- Hint: Minimize E(L(er+h)|I4) with respect to îrhT-Under the quadratic loss function, explain why E(L(er+h)|I,) is conceptually related toroot mean squared error.

L(eT+h) = ae?+h +h = YT+h - ÎT+n/T. Assuming that YT+h~N(µr+h»o%+n}; show that the optimal s equal to ur4h. Hint: Minimize E(L(er+h)4) with respect to îr+h/T- e quadratic loss function, explain why E(L(er+h)\1) is conceptually related to n squared error.

L(eT+h) = ae?+h +h = YT+h - ÎT+n/T. Assuming that YT+h~N(µr+h»o%+n}; show that the optimal s equal to ur4h. Hint: Minimize E(L(er+h)4) with respect to îr+h/T- e quadratic loss function, explain why E(L(er+h)\1) is conceptually related to n squared error.

Linear Algebra: A Modern Introduction

4th Edition

ISBN:9781285463247

Author:David Poole

Publisher:David Poole

Chapter7: Distance And Approximation

Section7.3: Least Squares Approximation

Problem 58EQ

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Please provide answer in 1 hr

Let the quadratic loss function be:
L(eT+h) = ae7+h
where er4h = YT+n – ÎT+h\T• Assuming that Yr4h~N(Hr+h, n), show that the optimal
forecast is equal to µr+h- Hint: Minimize E(L(er+h)|I4) with respect to îrhT-
Under the quadratic loss function, explain why E(L(er+h)|I,) is conceptually related to
root mean squared error.

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