Consider the innovations state space model (2.12). Equations (2.12a) and (2.12b) are called the...

Consider the innovations state space model (2.12). Equations (2.12a) and (2.12b) are called the measurement equation and transition equation respectively: a. For the ETS(A,A d ,N) model, write the measurement equation and transition equations with a separate equation for each of the two states (level and growth). b. For the ETS (A,A d ,N) model, write the measurement and transition equations in matrix form, defining x t , w(x t - 1 ), r(x t - 1 ), f (x t - 1 ), and g(x t - 1 ). See Sect. 2.5.1 for an example based on the ETS(A,A,N)model. c. Repeat parts a and b for the ETS(A,A,A)model. d. Repeat parts a and b for the ETS(M,A d ,N) model. e. Repeat parts a and b for the ETS(M,A d ,A) model.