Question: 6. (10 points) For the following time series, plot the PACF, and suggest a suitable AR model order. Also perform model order selection using

6. (10 points) For the following time series, plot the PACF, and

6. (10 points) For the following time series, plot the PACF, and suggest a suitable AR model order. Also perform model order selection using AIC (and ML) and BIC (and ML). Compare the selected AR model orders using the three techniques of PACF, AIC and BIC. a. First difference of the gnp series. b. dfw.mon c. First difference of the uspop series.

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