(1) Suppose some observations from the ARMA(I,!) model gave the following estimates of - 10, p, = 0 612 and ?, = 0418 Find the method of moment estimate for the AR coefficient of. given the autoco- variance function as (1-240 +0')0% If k=0 (0 -0) (1 -06)02 if k=l 1 - 62 If k = 2 (6) (in) Suppose that the respective estimates of of and O from fitting the ARMA(1.!) process to a series of 25 observations are $ = 0 6339 and 9 = 0 3988 with as == 1, Calculate the forecasts for the next three observations given that the last four observations of the series were Z27 = 96, Zn = 9. Zy = 9 and Za = 89 That is forecast Zy. Zny, and Zas