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Consider the model Y; =g +1r+XI.r=1.2.... where XI = Xfl + gist =1321 - 1 and {Eh I E Z} is white noise with unit

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Consider the model Y; =g +1r+XI.r=1.2.... where XI = Xfl + gist =1321 -" 1 and {Eh I E Z} is white noise with unit variance. Assume that [30, [31 -.~ 9'5 are known. What is the 2-steps ahead forecast: 12(2)? 0 2 2 .30 +1(t+ )+' (Yr -o 13) O +1(t+2)+Xr+2 O n + i310 + 2) 0 t: +l(f+ 2) +X

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