staticiscs in r language

 5. Load the basis in “dailyibm.dat” using the charge ibm<-scan("dailyibm.dat", skip=1). This rotation is the daily noncommunication expense of IBM supply from Jan 1, 1980 to Oct 8, 1992. (a) Constitute a contrive of the basis and an ACF contrive of the basis. Does the interval rotation answer to be quiescent? Explain. Interpret the ACF contrive in this standing. (b) Dissimilarity the basis. Contrive this dissimilarityd basis, and constitute an ACF contrive. What is your view of whether the rotation is quiescent behind differencing? (c) Another non-interference for attempting to achieve quiescent basis when there is colossus correspondent to an exponential bend is to charm the logarithm. Use the R charge log() to charm the logarithm of the basis. Contrive this changeed basis. Does the changeed basis answer quiescent? Explain. (d) Perhaps some league of differencing and the logarithmic change obtain concede us quiescent basis. Why would log(diff(ibm)) not be a very good-tempered-tempered proposal? Try the adverse, dissimilarity the log changeed basis difflogibm<-diff(log(ibm)). Except for a few final outliers, does this changeation yield in creating quiescent basis? (e) Delete the final outliers using the forthcoming charge: difflogibm<-difflogibm[difflogibm> -0.1] Contrive this basis and the ACF for this basis. Sometimes delay very hanker interval rotation love this one, portions of the rotation demonstrate contrariant bearing than other portions. Break the rotation into two parts using the forthcoming charges: difflogibm1<-difflogibm[1:500] difflogibm2<-difflogibm[501:length(difflogibm)] Contrive twain of these and cause ACF contrives of each. Do you note a dissimilarity betwixt these two sections of the larger interval rotation? (f) Assume the example for the basis that we own denominated difflogibm2 is of the forthcoming form: dt = δ + wt 4 where wt , t = 1, ..., T is Gaussian colorless rattle delay hostility σ 2 w. Is this sedate from what you now comprehend of this interval rotation? How would you believe δ and σw? What are the numerical values of these believes?