For this problem, use the notation of Eq. (13.16) with q = 0. (a) What is p and what are the estimates Φ1... Φp? (b) What is the estimated covariance matrix of t? (c) If the model fits adequately,...

For this problem, use the notation of Eq. (13.16) with q = 0.

(a) What is p and what are the estimates Φ1... Φp?

(b) What is the estimated covariance matrix of t?

(c) If the model fits adequately, then there should be no residual auto- or cross-correlation. Do you believe that the model does fit adequately?