Thank you!!!

\f(B) Recall the definition of the PACF given by (3.55) and (3.56). That is, let h-1 h-1 Etth = Xeth - I'M dixtti and of = Xt - b Xt + j' j=1 where {a1, ..., an-1) and {b1, ..., b-1) are chosen so that they minimize the mean squared errors E(efth) and E(of), respectively. The PACF at lag h is defined as the correlation between Etth and 6+; that is. E(Etth St ) Phh = E(Efth)E(S?) Show that Phh = p(h) - Ph-1Rh-1Ph-1 1 - Ph-1Rh-1Ph-1 and hence Ohh = ah