Question: Consider the detrended oxygen isotope data analyzed in Chapter 5 (see also Aguilar, Huerta, Prado, and West 1999). (a) Under AR models use the AIC/BIC

Consider the detrended oxygen isotope data analyzed in Chapter 5 (see also Aguilar, Huerta, Prado, and West 1999).

(a) Under AR models use the AIC/BIC criteria to obtain the model order p that is the most compatible with the data.

(b) Fit an AR model with the value of p obtained in

(a) via maximum likelihoodandcomputetheresiduals.GraphtheACF,PACF,andQ Qplotoftheresiduals.Aretheseplotsconsistentwiththeassumption ofnormality?
(c)UsingyourARMLE t, ndpoint estimates for themoduli and wavelengths of the complex reciprocal roots ordering the roots by decreasingwavelength.
(d)ComputeMSEforecasts for thenext 100observations. Plot these forecastsalongwith95%predictionintervals.

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