A multiperiod regression forecast h periods into the future based on an AR(p)is computed a. the same way as the iterated AR forecast.
b. by estimating the multiperiod regression $Y _ { t } = \delta _ { 0 } + \delta _ { 1 } Y _ { t - h } + \ldots + \delta _ { p } Y _ { t - p - h + 1 } + u _ { t }$, then using the estimated coefficients to compute the forecast $h$ periods in advance.
c. by estimating the multiperiod regression $Y _ { t } = \delta _ { 0 } + \delta _ { 1 } Y _ { t - h } + u _ { t }$, then using the estimate coefficients to comput the forecast h period in advance.
d. by first computing the one-period ahead forecast, next using that to compute the two-period ahead forecast, and so forth.

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The Answer of A multiperiod regression forecast h periods into the future based on an AR(p)is computed a. the same way as the iterated AR forecast.
b. by estimating the multiperiod regression $Y _ { t } = \delta _ { 0 } + \delta _ { 1 } Y _ { t - h } + \ldots + \delta _ { p } Y _ { t - p - h + 1 } + u _ { t }$, then using the estimated coefficients to compute the forecast $h$ periods in advance.
c. by estimating the multiperiod regression $Y _ { t } = \delta _ { 0 } + \delta _ { 1 } Y _ { t - h } + u _ { t }$, then using the estimate coefficients to comput the forecast h period in advance.
d. by first computing the one-period ahead forecast, next using that to compute the two-period ahead forecast, and so forth.

A Multiperiod Regression Forecast H Periods into the Future Based Yt=δ0+δ1Yt−h+…+δpYt−p−h+1+utY _ { t } = \delta _ { 0 } + \delta _ { 1 } Y _ { t - h } + \ldots + \delta _ { p } Y _ { t - p - h + 1 } + u _ { t }Yt​=δ0​+δ1​Yt−h​+…+δp​Yt−p−h+1​+ut​

A Multiperiod Regression Forecast H Periods into the Future Based $Y _ { t } = \delta _ { 0 } + \delta _ { 1 } Y _ { t - h } + \ldots + \delta _ { p } Y _ { t - p - h + 1 } + u _ { t }$