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3. Let {X} be an AR(2) process described by the equation Xt = 0.5Xt-1+0.2Xt-2 + Zt where Zt~ WN(0, 1). What is the value of the minimal MSE linear predictor of X₁1 if it is known that Xt = 1 for t = 1,..., 10?

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