• Retrieve the cardiovascular mortality and the temperature data from the setcmort. Plot the data and check for stationarity and cross stationarity.
• Transform both data into stationary series, check stationarity both by plotting lag auto-correlations and the roots of the characteristic equations.
• Plot the time series obtained in the previous part, evaluate auto-covariances and auto-correlations and provide their plots.
• Estimate the cross-correlations between the two series obtained in the second part and provide the plot of auto-correlation lead and lag.
• State your conclusion on the length of persistence of lead or lag cross-correlations estimated in the previous part.