QUESTION 1 1 points Consider the following ARMA model for {y } y=at ay tet _be , 1 where [ & ] is the residual. Which of the following assumption(s) on the residuals { & } is needed to enable forecasting with this model in practice? O a. E is normally distributed. O b. E is mean-independent of y, . . and a O c. & and & are stochastically independent for all 1 # O d. All of the above