Question: Refer to Exercise 12.9. A bivariate transfer function--noise model was given for these series in Section 12.5.3. (a) Use the results from Exercise 12.9 to

Refer to Exercise 12.9.

A bivariate transfer function--noise model was given for these series in Section 12.5.3.

(a) Use the results from Exercise 12.9 to justify the choice of transfer function model. Derive preliminary estimates of the parameters in this model.

(b) Justify the choice of the noise model given in Section 12.5.3.

(c) Estimate the parameters of the combined transfer function--noise model and perform the appropriate diagnostic checks on the fitted model.

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