This document refers to using the first 24 observations from Table 6.4 on page 297 to create a model with Zt = yt - yt-1 and error terms that include epsilon t - theta 1 epsilon t - 1. It asks if the error terms in this model are independent and, assuming the model is valid, to forecast y25. The solution is provided in an Excel file that shows the error terms are dependent and provides the forecast for y25.