3. (No R required) Consider an AR(1) process of the form It = ort-1 + Wt. Let o, denote the variance of wt. You may assume this is a zero mean process, that Yr(h) = w_, and that Pr (h) = 6kl. (a) Based on the best linear predictor, write the prediction equations for an AR(1) process. (b) Show that the general form of the m-step-ahead forecast is Citm = oct. (c) Show that the mean squared error is E (Ittm - cty )?] = 21-$2m w 1-62