Data here:

http://unixlab.stat.ubc.ca/~stat443/Labs/eurofx.txt users: stat443 password: 4cast

or right below the images.

Based on the in - Sample RMGE, Which of these models is best ?" DA. ARMAIT . ! ) OB . ARI Z ) OC . MAIZ ) Part c ) Repeat the Exercise above , but this time fit the model using Exrate Fit an ARIMAIZ , 1, 0 ; model to Ixrate . Find the following* `by : In - Sample RIMGE : Fit an ARIMA 1 0 . 1 , 2 ) model to Exrate . Find the following ; In - sample RIMGE : Fit an ARIMAIT , 1 , 1 ; model to Exrate . Find the following In - Sample RIMGE . Part dy USE the predict () function in { to find the prediction values at the end of the series . Find the A-step prediction of the diferenced series under the ARIZ ; model for . 12 = 1 :` A2 = 2 : Find the A- step prediction of the original series under the ARIMAIZ , 1. 0 1 model for .` 12 = 1 :` HI = 2:Refer to the worksheet for Lab 6 for the following problems . For numeric answers . USE at least 3 decimal precision . Part 2 ) Based on the plot of Ixrate , it's act and pact , is an ARMA model suitable for this data ? OA . 170 OB. YES USE the function diff ( ) to create the differenced series dex . Examine the plot of dex , it's act and pact , is an ARMA model suitable for this data ?* OA. YES OB . 10 Part b ) In this part , we will try to fit three ARMA models to the data . Make sure you use the CES method when fitting the models . The parameters below use DE to denote AR parameters and DE to denote MA parameters . Fit an ARIZ ; model to dix . Find the following ." ^1: ^` In - Sample RINSE :` Fit an MAIZ , model to dex . Find the following ? In - Sample RINSE : Fit an ARMAIT . I ) model to dix . Find the following : $ 1. In - Sample RANGE