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Bi - ut rid 10,002) Suppose that {Xe } is generated by Xe + B, Xews 't .. pp Xt-p = ut, show that Xe

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Bi - ut rid 10,002) Suppose that {Xe } is generated by Xe + B, Xews 't .. pp Xt-p = ut, show that Xe 7 , Xer Bp Xtop is the best linen predictor of Xt. A + + Xt - + ')-- = -(B, Xt- + pp Xtup)

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