To gain experience in analyzing high-frequency financial data, consider the trade data of GE stock from December 1 to December 5, 2003 in the file taq-t-ge-dec5.txt. The file has four major columns;

day, time (hour, minute, second), price, and volume. Ignore all transactions outside normal trading hours (9:30 am to 4:00 pm Eastern time). Construct a time series of the number of trades in an intraday 5-minute time interval. Is there any diurnal pattern in the constructed series? You can simply compute the sample ACF of the series to answer this question. The number of trades is in the file taq-ge-dec5-nt.txt.