Question: Table P-8 contains a time series with 126 observations. Using a computer program for ARIMA modeling, obtain a plot of the data, the sample autocorrelations,

Table P-8 contains a time series with 126 observations. Using a computer program for ARIMA modeling, obtain a plot of the data, the sample autocorrelations, and the sample partial autocorrelations. Develop an appropriate ARIMA model, and generate forecasts for the next three time periods from forecast origin t = 126.

so 6 2 9 2 6 22 52 56 51 48 47 2 2 65 53 55 61 6 2 9 57 .6 2 2 2 56 56 2 992 660 , Y, | 25 26 27 28 29 30 62225 95 60 62 5 , 19 20 21 22 23 24 012345678901 2 62622666 6 6 2 9 6 6 2 2 29922296 : 5445565 56556555555555555 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 Y, 55 52 58 57 58 345678 29692692 .9 6 9 6 2 9 9222962299 565565445555555555556555 29229g 5 5 5 6 5 789012345678 6 5 5 5 5 78901 46 6 6 2 2 2 6 9 2 2 6 2 6 9 9 2 64 56 56 63 2 9 58 Y. 51 46 5 5 60 64 62 5 5 5 5 5 66 57 48 50 60 64 6 6 6 5 5 5 13 32 3 3 3 36 37 38 39 4 4 4 4 44 4 4 4 4 4 50 5 5 5 5 123456

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