Let time series {X₂}* satisfy (1–B/2)(1 – B/3)(1 − B)X₂ = Z₂, Z₁ ~ WN (0, ²) and assume that X₁ is uncorrelated with X₁ – ø‚ÂX„ – X„-₁. For n ≥1, please find Â₂+1 = P(X₂+1|X₁,X₁,□‚X‚) and v₁ = E(Xµ+1 −– µ+1)². -

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