Consider the airline series analyzed earlier in this chapter. We have seen that the logarithm of the series is well represented by the multiplicative model ???????? = (1 −

????????)(1 − Θ12????12)????????

(a) Compute and plot the 36-step-ahead forecasts and associated ±2 forecast error limits for the logged series.

(b) Use the results in part

(a) to obtain 12-step-ahead forecasts and associated forecast error limits for the original series. Plot the results.