To gain experience in analyzing high-frequency financial data, consider the trade data of Boeing stock from December 1 to December 5, 2008. The data are in five files: taq-td-ba12012008.txt to taq-td-ba12052008.txt. Each file has five columns, namely hour, minute, second, price, and volume. Only transactions within the normal trading hours (9:30 Aм to 4:00 Pм Eastern time) are kept. Construct a time series of the number of trades in an intraday 5-minute time interval. Is there any diurnal pattern in the constructed series? You can simply compute the sample ACF of the series to answer this question.