Part A
First use the Unit root test to determine the integration factor:
1) level, intercept
2) Level, Trend and intercept
3) Level, none
4) 1st diff, intercept
5) 1st diff, Trend and intercept
6) 1st diff, none
And then now detemine the correlogram by clicking "View", "Correlogram"
, select 1st difference and 1 lag.
And after that we can use the Rats software to do the modelling process.
The file can be download here
(0815.prg)
(0815.out).
And from the Rats, Q-statistics indicated that ARIMA(4,1,10) is the
best model.