Hi there, I'm a little confused :/
yt = δ + θ1εt-1 + θ2εt-2+ εt
where | θ1| < 1, | θ1| < 1 and εt~WN(0,σ2)
a) E(yT+i|ΩT) for i = 1,2,3,4 - where Ω is all information up to and including time T
b) var(yT+i|ΩT) for i = 1,2,3,4
c)Derive an expression for a two-standard error confidence...