For the (2, 1, 0) process considered on line (5) of Exercise 6.1, the sample mean and variance of ???????? = ∇???????? are ???? = 0.23 and ????2

???? =  0.25.

If the series contains ???? = 101 observations,

(a) show that a constant term needs to be included in the model,

(b) express the model in the form ???????? − ????1????????−1 − ????2????????−2 = ????0 + ???????? with numerical values inserted for the parameters, including an estimate of ????2 ????.