Question: Using the value of ????0 calculated in Exercise 7.2: (a) Show that the unconditional sum of squares ????(0.5) is 143.4. (b) Show that for the

Using the value of ????̂0 calculated in Exercise 7.2:

(a) Show that the unconditional sum of squares ????(−0.5) is 143.4.

(b) Show that for the (0, 1, 1) model, for large ????,

????(????) = ????∗(????|0) − ????̂

2 0

1 − ????2

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