Using monthly basis from the Bloomberg ultimate. Then, solution the subjoined questions:
(a) Box-Jenkins methodology involves chiefly 3 stages of mould building: identiﬁcation, estimation and symptom checking. For the consecrated succession, conciliate a devise of the log returns and expatiate on the graph.
(b) Analyse the correlogram constituency and expatiate on the constituency of the basis.
(c) Express the estimated ARMA(1,1) mould in equation arrange.
(d) What is the prize of the BIC and AIC for ARMA(1,1) mould?
(e) Let us divine that it is colorable that the mould speciﬁcation can conduct the arrange of ARMA(0,0) to ARMA(3,3). Use AIC and BIC to establish the best mould. Your outputsshouldconsistoftwo4x4matricesforAICandBIC.Expressthechosen mould in equation arrange.
2. Assume that the trivariate succession