1. (50%) The file w-gstyr . txt contains the U.S. weekly interest rates (in percentages) from January 5, 1962, to April 10, 2009. For this assignment you will fit an appropriate ARMA(p,q) model and make a 60-steps-ahead forecast. (a) Show a plot of the data, along with the respective ACF and PACF functions. Discuss the plots. U.S. Weekly Interest Rates (1962 - 2009) 1970 1980 1990 2000 2010 0.6 06 ACF 0 2 PACE 02 0.2 -0.2 50 100 150 50 100 150 Lag Lag Fig. 1.- Plot of the U.S. weekly interest rates (in percentages) from January 5, 1962, to April 10, 2009, including the ACF and PACF. Assuming the data are seasonally adjusted and detrended, we might try to fit an AR(1 or 2) MA(1 or 2) model