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Consider the following process yt = et - 1.let-1 + 0.3et-2 where et ~ WIV(0, 4). We observe that Er = 0.4, ET-1 = -0.7,

Consider the following process yt = et - 1.let-1 + 0.3et-2 where et ~ WIV(0, 4). We observe that Er = 0.4, ET-1 = -0.7, ET-2 = -1.0. What is the variance of 3-step ahead forecast error? Type your

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