Let xt follow a structural time series model of the form: X{ = U + & = 1 + 1 + 0 nt = nt-1+ut (5a) (5b) (5c) where the three shocks ut, Vt, and &t are each WN(0, 1) and are also mutually uncorre- lated at all time horizons. (a) What type of ARMA(p, q) model do the relations in (5) imply for x? Use time series algebra to prove your answer.