Question: Consider the transfer function model in Exercise 6.8 with b = 2, r = I, and s = 0. Now assume that the noise model

Consider the transfer function model in Exercise 6.8 with b = 2, r = I, and s = 0. Now assume that the noise model is AR(2). Find the forecasts in terms of the transfer function and noise model parameters. What difference does this noise model make on the forecasts?

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