3. (No R required) Consider an AR(1) process of the form act = 47533154 +wt. Let of" denote the variance of wt. You may assume this is a zero mean process, that 7207,) = 0113122, and that pm(h) = W\". (a) Based on the best linear predictor, write the prediction equations for an AR(1) process. (b) Show that the general form of the mstepahead forecast is x+m = qucct. (c) Show that the mean squared error is E [(9%er 3:: +1,\")2] = 03, 135:2\