To be done in R

library(TSA) data("google")

Exercise 3. Load the google dataset in the TSA package by running data(google). You should first de-mean the data by running google=google-mean(google). (c) Determine the ARMA-GARCH model order for the data and include your reasoning. Note that you will have to fit several potential models to the data and examine statistical sig- nificance of estimated parameters. [5] (d) Plot the conditional variances and the standardised residuals. [5] Exercise 3. Load the google dataset in the TSA package by running data(google). You should first de-mean the data by running google=google-mean(google). (c) Determine the ARMA-GARCH model order for the data and include your reasoning. Note that you will have to fit several potential models to the data and examine statistical sig- nificance of estimated parameters. [5] (d) Plot the conditional variances and the standardised residuals. [5]