Derive three step-ahead forecasts for an ARMA11 model at the forecast origin h for a

Derive three step-ahead forecasts for an ARMA11 model at the forecast origin h for a

Derive three step-ahead forecasts for an ARMA(1,1) model at the forecast origin h (for a general positive integer h), i.e, compute rh+3|h = rh(3) = E(rh+3|Ih), where   rt = φ0 + φ1rtˆ’1 + at ˆ’θ1atˆ’1 with at is iid (0,σ2a).