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predict function for time series models

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Kushan
Kushan 2014-11-20
关闭: MATLAB Answer Bot 2021-8-20
Dear all,
Could some one please explain, how the error terms is being handled by the predict function while predicting k steps ahead.
Although, there is a noise variance given in the the idpoly function, its not clear whether the error terms are being generated from noise variance parameter.
Thanking you in advance.
Kind Regards, Kushan

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