8.6 Consider the number of women murdered each year

(per 100,000 standard population) in the United States

(data set wmu.rde.rs).

(a) By studying appropriate graphs of the series in R, find an appropriate ARIMA(p,d,q) model for these data.

(b) Should you include a constant in the model?

Explain.

(c) Write this model in terms of the backshift operator.

(d) Fit the model using R and examine the residuals.

Is the model satisfactory?

(e) Forecast three times ahead. Check your forecasts by hand to make sure you know how they have been calculated.

(f) Create a plot of the series with forecasts and prediction intervals for the next three periods shown.

(g) Does auto. a.rima give the same model you have chosen? If not, which model do you think is better?