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(b) Suppose that from a stationary time series of length 121, the sample partial autocorrelations are $11 = 0.8, 422 = -0.6, 433 = 0.08, and $44 = 0.0. Based on this information alone, which ARIMA model would be tentatively chosen for the series? (3 marks) (c) For a time series of 169 observations, we find that r1 = 0.41, r2 = 0.32, 13 = 0.26, 14 = 0.21, and is = 0.16. Which ARIMA model fits this pattern of autocorrelations? (4 marks) (d) If {Y,) satisfies an AR(1) model with $ of about 0.7, how long should the series be if we need to estimate d = p, with 95% confidence that our estimation error is no more than +0.1? (4 marks)