Question: 2. Simulate 35 values from the ARIMA(0,1,1) process Yr Ytl : 90 + 5t + 96251- (Use the values 90 : 0 and 0 :

2. Simulate 35 values from the ARIMA(0,1,1) process Yr Ytl : 90 + 5t + 96251- (Use the values 90 : 0 and 0 : 0.8 to simulate the 35 values.) Now set the last ve values to compare forecasts with actual values. (a) Use the rst 30 values as the dataset and nd the estimates for 60 and 6'. (b) Using the estimated model, forecast the next ve values of the series. Plot the series together with the ve forecasts. ((3) Plot the forecast together with the 95 % forecast limits. (d) Repeat all the parts with a new simulated series but using the same values of the pa rameters and the sample size
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