It has been shown (Tiao et al., 1975) that monthly averages for the (smog-producing)

oxidant level in Azusa, California, may be represented by the model

(1 − ????12)???????? = (1 + 0.2????)(1 − 0.9????12)???????? ????2

???? = 1.0

(a) Compute and plot the ???????? weights of this model.

(b) Compute and plot the ???????? weights of this model.

(c) Calculate the standard deviations of the forecast errors 3 months and 12 months ahead.

(d) Obtain the eventual forecast function