Q5.MA [18 - 4, 6, 8] Consider an MA(3) model: Vt - Ve-1 = at - 010t-1 - 02at-2 - 030t-3 where at - N(0, o?) is a random shock. A. Please use backshift notation (B) to rewrite the model above. B. Here is the output of Arima() in R, please use it to write down your fitted model. Be careful and precise. Series: TS ARIMA (0 , 1, 3) Coefficients: mal ma2 ma 3 0. 3741 0. 0390 -0. 0781 s.e. 0. 1002 0. 1026 0 . 0894 C. Given the length of the time series is 100 and the following table: t 98 99 100 13.9 13.7 14.1 13.4255 14.1994 13.3937 Find the values of the point forecasts: 101 (100) and 9102 (100)