EViews File Edit Object View Proc Quick Command Workfile: DEXMXUS (11) - (ci\\users\\dii733\\onedrive - the u. - x Se - OX View Proc Object Save Snapshot Freeze Details+/- Show Fetch Store Delete Genr |Sam View Proc Object Properties Print Name Freeze Sample Genr Sheet Graph Stats Ident : 1993M12 2023M02 - 351 obs Filter: " Correlogram of DEXMXUS Sample: 2016M01 2022M10 - 82 obs Order: Name Date: 03/06/23 Time: 11:45 dexmxus Sample: 2016MO1 2022M10 frequency_monthly_o. Included observations: 82 resid Autocorrelation Partial Correlation AC PAC Q-Stat Prob 1 0.851 146 - 0.284 61.572 0.000 8 118.29 0.000 5 0.295 -0.043 1 131 2 6 0.220 bobbob 8 0.090 16.89 0. 50.57 0. 54.15 0. - - - - - - - Untitled New Page Path = c.\\users\\dii733\\onedrive - the university of texas-rio grande valley\\documents |DB = none WF = dexmus (11) Type here to search 1940F F 1 3 11:46 AM 3/6/2023 c. In this exercise and IRRESPECTIVE of your answer in part (b), we estimate an AR(1) model for DEXMXUS for the period 2016M01 - 2022M10 (this is your estimating sample). Use the commands presented in the class videos. Then take a screenshot of your output presenting the estimated AR(1) model. d. From your estimated output in (c) : (i) identify the unconditional mean of the exchange rate for the estimated model and write it down. (ii) write down the estimated equation of your AR(1) model (for example Yt = 1 + 0.6Y+-1 + Et). e. Assume that the loss function is quadratic (this statement implies that you can use the conditional mean as the optimal forecast). With your estimated model, provide ) The optimal 1-step ahead forecast of DEXMXUS for the month of November of 2022, the 2-step ahead forecast (December-2022) and so on. To do this, use the option "dynamic forecast" in Eviews (see class videos on this). Present the screenshot of your Eviews forecast (screenshot of the spreadsheet of your forecast in Eviews showing the period forecasted). i) The optimal 1-step ahead forecast for the same specifications as in (ii) but now use the option "static forecast". Present then screenshot of you Eviews static forecast in your answer (picture of the spreadsheet). iii) Finally, gather the information of the exchange rate as well as your forecasted values (both the "dynamic" and the "static" forecasts) of the exchange rate and type them on a table like the following. Your spreadsheets in Eviews in parts (i) and (ii) should be consistent with the following table summarizing the information)