Consider the ARU) process {yg}, 1where y: = (Wt1 + clEg with Iql (:2 1 and c being constant parameters. Here at w iid WN(D,02). (i) Find the mean p…

Hi Diamos,please help me to do the following question

Consider the ARU) process {yg}, 1where y: = (Wt—1 + c—l—Eg with Iqfil (:2 1 and cbeing constant parameters. Here at w iid WN(D,02). (i) Find the mean p and the autooovarianoe 7(1‘) of the above process. [3 marks] (ii) Suppose that you know the values of RT = {3:1, . . .,yT}, 915 and c. Findthe optimal point forecast (2-step ahead) under the MSFE. [3 marks]

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