---
title: "MATH 5075 R Project 10"
author: "Your Name Here"
date: "March 15, 2017"
output:
pdf_document:
keep_tex: TRUE
---
*Remember: I expect to see commentary either in the text, in the code with comments created using `#`, or (preferably) both! **Failing to do so may result in lost points!***
## Problem (Shumway and Stoffer Problem 5.12, Blue Edition)
*Consider the data set `econ5` (**astsa**) containing quarterly U.S. unemployment, GNP, consumption, and government and private investment from 1948-III to 1988-III. The seasonal component has been removed from the data. Concentrating on unemployment ($U_t$), GNP ($G_t$), and consumption ($C_t$), fit a vector ARMA model to the data after first logging each series, and then removing the linear trend. That is, fit a vector ARMA model to $\mathbf{x}_t = (x_{1t},x_{2t},x_{3t})'$, where, for example, $x_{1t} = \log(U_t) - \hat{\beta_0} - \hat{\beta_1}t$, where $\hat{\beta_0}$ and $\hat{\beta_1}$ are the least squares estimates for the regression of $\log(U_t)$ on time, $t$. Run a complete set of diagnostics on the residuals.*
```{r, tidy=TRUE, error=TRUE}
# Your code here
```