Problem 2.8.
* the data are on the web, at http://www.stat.pitt.edu/stoffer/tsa2
* in part (b), the question "Do any time intervals..." is an imprecise question, so you have a lot of freedom in how to answer it!
* "If |h|>=1" in (d) should read "If |h|>1".

Reading: Sections 1.5, 1.6 and Chapter 2.

Useful R commands: log(), acf(), diff(), hist(). To work out how to get acf() to find the autocovariance, type ?acf or help(acf). Something like
acf(dat,plot=F,type="covariance")$acf
should work.