stochastic version of Samuelson's (1939) classic model: yt = C+ + it Ct = ayt- 1 + Ect 0

stochastic version of Samuelson's (1939) classic model: Yt = Ct + it Ct = ayt_l + ECt (4) (a) Could you trnasfer the struture equations to a reduced-form equation yt = ayt_l +byt_2 + r.rt ? a and b are constants and are function of a and p. r.rt is disturbance including two shocks. (b) Identify a and by data using R studio and check whether the estmates of these two coeffcients meet the theoretical assuptions. (yt is real GDP per capita and yt_l is lagged one period variable).