The preliminary model identification performed in Chapter 6 suggested that either an ARIMA(1, 1, 0) or an ARIMA(0, 2, 2) model might be appropriate for the chemical process temperature readings in Series C. The series is available for download from http://pages.stat.wisc.edu/ reinsel/bjr-data/.

(a) Estimate the parameters of the ARIMA(1, 1, 0) for this series using R.

(b) Estimate the parameters of the ARIMA(0, 2, 2) model and compare the results with those in part (a).