Find the best dynamic linear model for the time series of U.S. GDP growth rates in Exercise

Question:

Find the best dynamic linear model for the time series of U.S. GDP growth rates in Exercise 1. Entertain a nonlinear model that captures your findings in Exercise 1. First, implement a linearity fest against a STAR model. If linearity is rejected, find the best STAR model. Interpret the dynamics in the upper, lower, and intermediate regimes?