8. Apply AR models to the real return data. (note: Choose any 2 time series data, for example, Apple stock) (i) Fit the return data with AR process with order 1 up to 5. Report your results along with the standard errors. (ii) Compute the first four moments from your estimated models (ARU) to AR(5)) and compare them with the empirical corresponding moments. Construct a table for comparison. In your opinion, which model is the \"best" for your data? (iii) Forecast the stock prices of the next five days (out of your sample period) using the AR(1)AR(5]. Compare your forecasts with the actual prices