For the usgdp series:
a. if necessary, nd a suitable Box-Cox transformation for the data;
b. t a suitable ARIMA model to the transformed data using auto.arima() ;
c. try some other plausible models by experimenting with the orders chosen;
d. choose what you think is the best model and check the residual diagnostics;
e. produce forecasts of your tted model. Do the forecasts look reasonable?
f. compare the results with what you would obtain using ets() (with no transformation).
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