After estimating a prewhitening transformation ????−1

???? (????)????????(????)???????? = ???????? for an input series ???????? and then computing the transformed output ???????? = ????−1

???? (????)????????(????)????????, crosscorrelations ????????????(????) were obtained as follows:

???? ???????????? (????) ???? ???????????? (????)

0 0.05 5 0.24 1 0.31 6 0.07 2 0.52 7 −0.03 3 0.43 8 0.10 4 0.29 9 0.07 with ????̂ ???? = 1.26, ̂???????? = 2.73, and ???? = 187.

(a) Obtain approximate standard errors for the cross-correlations.

(b) Calculate rough estimates for the impulse response weights ???????? of a transfer function between ???????? and ????????.

(c) Suggest a model form for the transfer function and give rough estimates of its parameters.