Help with Arima model

Consider an AR(1) process of the form xt = $t1 +wt. Let 0:, denote the variance of wt. You may assume this is a zero mean process (so set (10 = O), that 7301.) = 011%, and that pI (h) = lhl (we have shown these results in class). (a) Based on the best linear predictor, write the prediction equations for an AR(1) process. (b) Show that the general form of the mstepahead forecast is 3:: +1\" = quxn. (c) Show that the mean squared error is E [(mn+m m+m)2] = 01%