For each of the datasets deere1, perform the following steps. ( get a description of these datasets at the command line of RStudio make sure you do this before proceeding.)

1. Display the time series plot and comment on any unusual points.

2. Judge covariance stationarity and perform any stationarizing transforms needed.

3. Plot the ACF and PACF.

4. Propose an ARMA model for the series.

5. Plot the time series again and look carefully for the presence of any unusual values, usually called "outliers." Either remove or better, replace the outliers with what you think might be more usual values. (The number of points you remove or replace should not be more than two or three.)

6. Again perform steps 1-4 on the revised dataset and comment on how the ACF and PACF plots change.