ForecastX

An ARMA (1,1) for Gapsales (Y) is given by:

Yet = -3,671,900 + 1.01(Yt-1) - 0.75(et-1)

a) Write out the form of the equation in terms of forecasting Y96, where the subscript 96

indicates period 96. (2.5 points)

b) Write the expressions for the following models. (2.5 points each)

AR (3)

MA (2)

ARIMA (2,1,1)

Please use Excel and SAS. tell me why, thank you very much