(2) Yt=(Yt1)+Zt,tZ where ZtWN(0,2) and 0 Note: you don't have to solve the matrix inverse a= for this problem. Simply use properties of the prediction operator P. 2.ii Compute the mean square prediction error using the formula E[(Yn+hP(Yn+hYn,Yn1,,Y1))2]=(0)aT