Find a transfer function model relating the input and output series X 0 1 and X t 2, t = 1 , . . . ,…

Find a transfer function model relating the input and output series X01 and Xt2, = 1, . . . , 200, contained in the ITSM data files APPJ.TSM and APPK.TSM, respectively. Use the fitted model to predict X201,2X202,2, and X203,2. Compare the predictors and their mean squared errors with the corresponding predictors and mean  quared errors obtained by modeling {Xt2} as a univariate ARMA process

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