You may use codes available on this webpage: https://mysite.science.uottawa.ca/rkulik/mat3379/R/R-2.html.

[a] Generate ARMA [pig] sequence Xi. You have to choose pl :3 as well as the required parameters. Make sure that the chosen parameters imply existence of a stationary solution. [b] Identify the model using ACF and PA CF. Include graphs of ACF and PACF [2 graphs]. [c] Add a linear or a polynomial trend mg. The new sequence is Y; = m; +Xf. [d] Estimate m; using all three methods: parametric method; exponential smoothing; moving average smoothing with your chosen Q. [e] For each of the three methodsI plot 1"; and the estimated trend Iii; on the samegraphs [3 graphs]. [f] For each of the three methodsI compute X; = i} n. Plot residuals [that is If] [3 graphs]. [g] Analyse I; using ACF and PACF. Graph ACF and PACF for all three methods [5 graphs]. Identify ERMA model. Compare with your identication in [h]