Question: Consider the model Y. = ; +1r+X..t = 1,2, where X; = tXFI + 6;,1': 1,2, , and {rst E Z} is white noise with

Consider the model Y. = ; +1r+X..t = 1,2, where X; = tXFI + 6;,1': 1,2, , and {rst E Z} is white noise with unit variance. Assume that 50.51.95 are known. What is the one-step ahead forecast error 2.0) = F... in)? O Er+1 O 0 0 None of the alternatives are correct. O n +1610: + 1) + e

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