Download Gross Private Domestic Investment (GPDI) from the following website - https://fred.stlouisfed.org/series/GPDI Consider the quarterly data from 1970/01/01 to 2017/12/31, and let Yt=log(GPDIt) log(GPDIt1) (a) Compute the Newey-West HAC estimator with a truncation parameter that is set according to the rule of thumb, L=0.75T1/3 (round this number to get an integer). (b) Using the HAC estimator obtained above, compute the 95% confidence interval for E[Yt]. (c) For each time series, draw ACF and PACF. (d) Using Ljung-Box test statistic, test the following null hypothesis H0:(1)=(2)=(3)=0. What are the value of the test statistic, p-value and the test result at 5% significance level? Download Gross Private Domestic Investment (GPDI) from the following website - https://fred.stlouisfed.org/series/GPDI Consider the quarterly data from 1970/01/01 to 2017/12/31, and let Yt=log(GPDIt) log(GPDIt1) (a) Compute the Newey-West HAC estimator with a truncation parameter that is set according to the rule of thumb, L=0.75T1/3 (round this number to get an integer). (b) Using the HAC estimator obtained above, compute the 95% confidence interval for E[Yt]. (c) For each time series, draw ACF and PACF. (d) Using Ljung-Box test statistic, test the following null hypothesis H0:(1)=(2)=(3)=0. What are the value of the test statistic, p-value and the test result at 5% significance level