For the model ∇???????? = ???????? − 1.1????????−1 + 0.28????????−2 of Exercise 5.2:

(a) Write down expressions for the forecast errors ????????(1), ????????(2), … , ????????

(6), from the same origin ????.

(b) Calculate and plot the autocorrelations of the series of forecast errors ????????(3).

(c) Calculate and plot the correlations between the forecast errors ????????(2) and ????????(????) for

???? = 1, 2, … , 6.