(a) Consider the quarterly earnings of Johnson & Johnson from 1960 to 1980 in the file q-earn-jnj.txt .Perform a log transformation of the data, detrend and deseasonalizethe data, and subtract the mean, in order to obtain a sequence of observations that appears to be stationary with zero mean. Plot the sample autocovariance or autocorrelation function of the obtained time series. Perform the Box-Ljung test for m=5 and m=10 and draw conclusions. Use some forecasting method built in in the software you are using to forecast 24 values and plot the original series together with the 24 predicted values. [Hint: This is fairly straightforward if you use the software ITSM - This will be demonstrated in class].(b) Consider the accidental deaths between 1973 and 1978 in the file Deaths.txt . Repeat the tasks stated in (a) without the log transformation and forecast 36 values for the deaths time seriessee atachement deaths.txt & q-earn-jnj.txt (just not sure how to detrend and deseasonalized the data)

q-earn-jnj.txt just contain:

.71 .63 .85 .44 .61 .69 .92 .55 .72 .77 .92 .6 .83 .8 1 .77 .92 1 1.24 1 1.16 1.3 1.45 1.25 1.26 1.38 1.86 1.56 1.53 1.59 1.83 1.86 1.53 2.07 2.34 2.25 2.16 2.43 2.7 2.25 2.79 3.42 3.69 3.6 3.6 4.32 4.32 4.05 4.86 5.04 5.04 4.41 5.58 5.85 6.57 5.31 6.03 6.39 6.93 5.85 6.93 7.74 7.83 6.12 7.74 8.91 8.28 6.84 9.54 10.26 9.54 8.729999 11.88 12.06 12.15 8.91 14.04 12.96 14.85 9.99 16.2 14.67 16.02 11.61