Step 1: Reflexivity.
For any $a \in \mathbb{Z}$, we have $a-a = 0$, which is divisible by $2$.
So, $(a,a) \in R$. Hence, $R$ is reflexive.
Step 2: Symmetry.
Suppose $(a,b) \in R$. Then, $(a-b)$ is divisible by $2$.
So, $a-b = 2k$ for some $k \in \mathbb{Z}$.
$\Rightarrow b-a = -2k$, which is also divisible by $2$.
Thus, $(b,a) \in R$. Hence, $R$ is symmetric.
Step 3: Transitivity.
Suppose $(a,b) \in R$ and $(b,c) \in R$.
Then, $a-b = 2k_1$, and $b-c = 2k_2$ for some integers $k_1, k_2$.
Adding, $a-c = (a-b) + (b-c) = 2k_1 + 2k_2 = 2(k_1+k_2)$.
Thus, $a-c$ is divisible by $2$ $\Rightarrow (a,c) \in R$.
Hence, $R$ is transitive.
Step 4: Conclusion.
Since $R$ is reflexive, symmetric, and transitive, $R$ is an equivalence relation.
Final Answer: \[ \boxed{R \text{ is an equivalence relation.}} \]
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