#6.

2--------------------------
A=matrix(c(1,0.81,0.93,1),2,2)
B=solve(A)%*%c(0.93,0.81)
0.23*(1-B[1]-B[2])
#6.3--------------------------
#a
ac=scan()
0.93 0.8 0.65 0.49 0.32 0.16 0.03 -0.09 -0.16 -0.22 -0.25 -0.25 -0.21 -0.12 -0.01
0.1

plot(ac,type="h",main="ACF",ylim=c(-1,1))
abline(h=0)

pac=scan()
0.93 -0.41 -0.14 -0.11 -0.07 -0.1 0.05 -0.07 0.12 -0.14 0.03 0.09 0.19 0.2 0.03
-0.11

plot(pac,type="h",main="PACF",ylim=c(-1,1))
abline(h=0)

#b
phi1=(0.93*(1-0.8))/(1-0.93^2)
phi2=(0.8-0.93^2)/(1-0.93^2)

#c
UN=scan()
225 208 201 199 207 215 240 245 295 293 279 287 331 396 432 462 454 446 426 402
363 342 325 312 291 293 304 330 357 401 447 483 535 520 489 456 386 368 358 330
306 304 321 305 279 282 318 414 463 506 538 536 544 541 547 532 532 519 547 544

c0=var(UN)
s=sqrt(c0*(1+0.93)*(1-2*0.93^2+0.8)/(101*(1-0.93)*(1-0.8)))

#d
mu=mean(UN)
ssa=var(UN)*(1-phi1*0.93-phi2*0.8)

#6.4----------------------------------------

#a
GDP=scan()
81.37 82.6 82.3 83 82.87 83.6 83.33 83.53 84.27 85.5 84.33 84.3 85.07 83.6 84.37
84.5 85.20 87.07 88.4 90.03 92.30 92.13 93.17 93.5 94.77 95.37 95.03 95.23 95.07
96.4 96.97 96.5 96.16 99.79 101.14 102.95 103.96 105.28 105.81 107.14 108.07
107.64 108.87 109.75 110.2 110.2 110.9 110.4 111 112.1 112.5 113 114.3 115.1 116.4
117.8 116.8 117.8 119 119.6

par(mfrow=c(2,2))
acf(GDP,ylim=c(-1,1),lag.max=10)
acf(GDP,ylim=c(-1,1),lag.max=length(GDP))
pacf(GDP,ylim=c(-1,1),lag.max=10)
pacf(GDP,ylim=c(-1,1),lag.max=length(GDP))

n=length(GDP)
GDP.d=GDP[2:n]-GDP[1:n-1]
acf(GDP.d,ylim=c(-1,1),lag.max=10)
acf(GDP.d,ylim=c(-1,1),lag.max=length(GDP.d))
pacf(GDP.d,ylim=c(-1,1),lag.max=10)
pacf(GDP.d,ylim=c(-1,1),lag.max=length(GDP.d))

#c

phi.z=acf(GDP)$acf[2]
mu.z=mean(GDP)
ssa.z=var(GDP)*(1-phi.z^2)

r.1=acf(GDP.d)$acf[2]
thea=c(-1/(2*r.1)-sqrt(1/((2*r.1)^2)-1),-1/(2*r.1)+sqrt(1/((2*r.1)^2)-1))
mu.w=mean(GDP.d)
ssa.w=var(GDP)/(1+thea^2)