Question: 2. (16 marks) Consider again the process Xt = 0.3Xt-1+ at -0.6at-1 with 24. Given that X99 = 4.8, X100 = 0.6, a99 =

2. (16 marks) Consider again the process Xt = 0.3Xt-1+ at -0.6at-1

2. (16 marks) Consider again the process Xt = 0.3Xt-1+ at -0.6at-1 with 24. Given that X99 = 4.8, X100 = 0.6, a99 = 1.2. (a) (6 marks) Find X100, X100, and X103. (b) (6 marks) Find P100, P100, and P100 103. (c) (4 marks) Suppose X101 = -0.5, find X1033 and P103

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