i . Compare and contrast ex-post out of forecasting techniques and in-sample forecasting techniques and ex-ante out of sample forecasting techniques (5 marks) ii. Explain the lag order selection criteria for multivariate time series analysis (4 marks) iii. Show that the GARCH (p.q) model is a special case of the ARCH(q) model (4 marks) iv. Explain the output in the table below, including the inferences that an econometrician should make from this output (7 marks) LM test for autoregressive conditional heteroskedasticity (ARCH) Prob > chi2 lags (p) chi2 df 0. 0186 5. 543 0 . 0090 WNE 9. 431 0. 0288 W N 9. 039 HO: no ARCH effects VS . H1: ARCH(p) disturbance