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Consider the following ARMA(1,1) process: yt = 0.6 + 0.8yt-1 + Et - 0.2ct-1 where et ~ WNV (0, 0.8 ). We observed that yT

Consider the following ARMA(1,1) process: yt = 0.6 + 0.8yt-1 + Et - 0.2ct-1 where et ~ WNV (0, 0.8" ). We observed that yT = 3.0, ET = 0.0. What is your optimal forecast of y for period T+3? Type your

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