Baptist University of the Americas Times Series & R code Questions

4.
JJ_Earnings.txt contains the quarterly earnings of Johnson and Johnson between 1960

1980.

Consider the modeling of the J&J earnings as a SARIMA process:

1.
Obtain the time series plot of the series. Assess if you ne
ed to transform the series
for variance stabilization purposes. Obtain the ACF and PACF plots to determine
a suitable SARIMA model for the series.
2.
Determine the SARIMA model that provides the best fit to the data. Estimate yourbest fit model and investigate if the parameters are significant.3. Test if the residuals from your SARIMA model are white noise.4. Plot the in-sample fit against the actual data.5. Exclude the last eight observations (test sample) of the data and use the rest asyour training sample to re-estimate your best fit SARIMA model. In addition, alsoestimate a multiple linear regression model with seasonal dummy variables

.71
.63
.85
.44
.61
.69
.92
.55
.72
.77
.92
.6
.83
.8
1
.77
.92
1
1.24
1
1.16
1.3
1.45
1.25
1.26
1.38
1.86
1.56
1.53
1.59
1.83
1.86
1.53
2.07
2.34
2.25
2.16
2.43
2.7
2.25
2.79
3.42
3.69
3.6
3.6
4.32
4.32
4.05
4.86
5.04
5.04
4.41
5.58
5.85
6.57
5.31
6.03
6.39
6.93
5.85
6.93
7.74
7.83
6.12
7.74
8.91
8.28
6.84
9.54
10.26
9.54
8.729999
11.88
12.06
12.15
8.91
14.04
12.96
14.85
9.99
16.2
14.67
16.02
11.61

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