(Q6) I considered a data set of size 200. The data set, called Data, has no trends. I fitted AR(1) model. Below, you find output of acf function. 0 2 3 4 5 6 8 9 10 1. 000 0.777 0.648 0.522 0.400 0.298 0.202 0.126 0. 043 -0.017 -0.023 11 12 13 14 15 16 17 18 19 20 21 -0. 047 -0. 060 -0. 084 -0.137 -0.165 -0.187 -0. 161 -0.125 -0. 108 -0.062 -0.052 Also, the sample variance of our time series is 2.57 and I = 0. (a) Find the Yule-Walker estimates of o and oz. (b) Compute 95% confidence interval for o. Note: 20.025 = 1.96. (c) I typed Data [195: 200] and obtained 0. 4642967 -0.3179734 -0. 0987933 1. 1952591 1.3390433 -0.2882120 Predict the 201st value. What is the mean square error of this prediction