Suppose we would like to predict a single stationary series xt with zero mean, autocovariance and autocorrelation functions y(h) and p(h), respectively, at some time in the future, say, +; for l > 0. (a) If we predict using only xt and some scale multiplier A, show that the mean-square prediction error, defined as MSE(A) = E[(ItHI - Axt)2] is minimized by the value A = p(1). (b) Show that the minimum mean-square prediction error is MSE(A) = v(0) [1 - p(1)2]