A time series { X t } is differenced at lag 12, then at lag 1 to produce a zero-mean series { Y t } with the following sample ACF: a. Suggest a SARIMA model for { X t } specifying all parameters. b....

A time series {X_t
} is differenced at lag 12, then at lag 1 to produce a zero-mean series {Y_t
} with the following sample ACF:

a. Suggest a SARIMA model for {X_t
} specifying all parameters.

b. For largen, express the one- and twelve-step linear predictorsP_nX<sub>n

+1</sub> andP_nX<sub>n

+12</sub> in terms ofX_t, t= −12,−11, . . . , n, andYt−Yˆt, t= 1, . . . , n.

c. Find the mean squared errors of the predictors in (b).