Assume now that the residual follows a seasonal ARIMA model. For simplicity, assume that our model is (p, 0, q) × (1, 0, 1)12. Also assume that 2 ≤ p ≤ 4 and 2 ≤ q ≤ 5. Find out the best model by perform regression with time series errors, and checking the estimated coefficients as well as AIC scores. Check if the model is adequate. A sample code is model2=arima(unrate, order=c(2,0,2),xreg=x[,5],seasonal=list(order=c(1,0,1), period=12))