Question: 2. Consider the MA(2) process with mean zero and ACVF (h) as given below. (a) Find the best predictor of 22 given . (b)

2. Consider the MA(2) process with mean zero and ACVF (h) as given below. (a) Find the best predictor of 22 given . (b) Find the best predictor of a given 1 and 22. (c) Find the best predictor of 24 given z and 22. (d) Find the best predictor of 12 given 21 and 23. (e) Find the mean squared prediction error (MSPE) for the predictor that you found in part (d). Y(h) 2, A=0, 1, A= 1, 0, otherwise.

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