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Fit the ARIMA ( 2 , 1 , 2 ) model ( 1 - 1 B - 2 B 2 ) ( 1 - B

Fit the ARIMA(2,1,2) model
(1-1B-2B2)(1-B)xt=c+(1+1B+2B2)Zt
to the transport index sample data (xt)t=160 using the Arima function from the
forecast package and write down the fitted equation. Is there any evidence that theWithout using specialised R functions such as arima.sim or the like, write code to
simulate a path (hat(x)t)t=160 of the fitted ARIMA model from (c). Generate the noise as
Gaussian RVs (with appropriate variance) using R function rnorm and use initial
values hat(x)1=x1,hat(x)2=x2,hat(x)3=x3 from the sample data. Provide a plot of a simulated
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