Consider the linear AR \((p)\) model in Subsection 10.6.1. Suppose that \(x_{h}\) and \(x_{h+1}\) are two missing values with a joint prior distribution being multivariate normal with mean \(\boldsymbol{\mu}_{o}\) and covariance matrix \(\boldsymbol{\Sigma}_{o}\). Other prior distributions are the same as that in the text. What is the conditional posterior distribution of the two missing values?