# 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.

Don't use plagiarized sources. Get Your Custom Essay on
Baptist University of the Americas Times Series & R code Questions
Just from \$13/Page

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

## Calculate the price of your order

550 words
We'll send you the first draft for approval by September 11, 2018 at 10:52 AM
Total price:
\$26
The price is based on these factors:
Number of pages
Urgency
Basic features
• Free title page and bibliography
• Unlimited revisions
• Plagiarism-free guarantee
• Money-back guarantee
On-demand options
• Writer’s samples
• Part-by-part delivery
• Overnight delivery
• Copies of used sources
Paper format
• 275 words per page
• 12 pt Arial/Times New Roman
• Double line spacing
• Any citation style (APA, MLA, Chicago/Turabian, Harvard)

## Our guarantees

Delivering a high-quality product at a reasonable price is not enough anymore.
That’s why we have developed 5 beneficial guarantees that will make your experience with our service enjoyable, easy, and safe.

### Money-back guarantee

You have to be 100% sure of the quality of your product to give a money-back guarantee. This describes us perfectly. Make sure that this guarantee is totally transparent.

### Zero-plagiarism guarantee

Each paper is composed from scratch, according to your instructions. It is then checked by our plagiarism-detection software. There is no gap where plagiarism could squeeze in.

### Free-revision policy

Thanks to our free revisions, there is no way for you to be unsatisfied. We will work on your paper until you are completely happy with the result.