The data file qunemrate.dat contains the U.S. quarterly unemployment rate, seasonally adjusted, from 1948 to the second

Question:

The data file "qunemrate.dat" contains the U.S. quarterly unemployment rate, seasonally adjusted, from 1948 to the second quarter of 1991 . Consider the change series $y_{t}=x_{t}-x_{t-1}$, where $x_{t}$ is the quarterly unemployment rate.Build an AR model for the $y_{t}$ series. Does the fitted model suggest the existence of business cycles?

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