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- lower <- c()
- upper <- c()
- c_j <- alpha+beta*seq(1,5)
- v <- 0
- for (i in seq(1, 6)){
- if(i == 1){lower = c(lower,
- qnorm(0.025, mean = l_t[length(l_t)] + i*b_t[length(b_t)],
- sd = sqrt(sigma2)))
- upper = c(upper,
- qnorm(0.975, mean = l_t[length(l_t)] + i*b_t[length(b_t)],
- sd = sqrt(sigma2)))
- }
- else{
- v = sigma2*(1 + sum(c_j[1:i-1]^2))
- lower = c(lower,
- qnorm(0.025, mean = l_t[length(l_t)] + i*b_t[length(b_t)],
- sd = sqrt(v)))
- upper = c(upper,
- qnorm(0.975, mean = l_t[length(l_t)] + i*b_t[length(b_t)]
- sd = sqrt(v)))
- }
- }
- forecast_analytic1 <- cbind(prediction, lower, upper)
- colnames(forecast_analytic1) <- c('Forecast', 'Lower', 'Upper')`
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