n the class, we assumed that the demand process is stationary of the form Dt $=\backslash$mu $+$ t where $$s are

independent and have mean $0$ and variance $\backslash$sigma $2.$ Instead, suppose that the demand process has a linear

trend Dt $=$ a $+$ b$.$t $+$ t for some unknown parameters a and b $($t is time period$)$; however, the moving

average forecasts and the exponential smoothing forecast are computed the same way. We want to

analyze the performance of the $2$ models under this new $$world$$ where demand is not of the form we

assumed in class.

$($a$)$ Derive the mean and variance of the standard error for M A$($N $).$

$($b$)$ Derive the mean and variance of the standard error for ES$(\backslash$alpha $)$