a. Consider the following VAR model written in matrix form as follows: erl Yt1+6I 0.2 0.2 (I) = 1 [0.1 0.4 i h Y _ yr _ 8LT . . . . . W ere r x and where 6r e . The value of the coeff1c1ent matrix 15 given I x,r above. Finally, you are given the following information regarding the last two values of yt and X: in a sample of size T: Time Period: Yr xt T: 2.0 2.0 Tl: 5.0 -l.0 Use all of the above information to provide exact numeric values for the one and twostep ahead forecasts for yI (e.g. for time period T + 1 and T + 2). [12 pts]