Question: R programming has to be used, thx 4. Consider the monthly log returns of U.S. CRSP equal-weighted index from January 1962 to December 1999 for

R programming has to be used, thx

R programming has to be used, thx 4. Consider the monthly log

4. Consider the monthly log returns of U.S. CRSP equal-weighted index from January 1962 to December 1999 for 456 observations. The data file is m-ew6299.txt. (a) Build an AR model for the series. Check the estimated model. Is the estimated model a good/adequate model? Write down the estimated model. (b) Build an MA model for the series. Check the estimated model. Is the estimated model a good/adequate model? Write down the estimated model. (c) Build an ARMA model for the series and check whether the model is the same as the model in part (a) or part (b). (d) Compute 1- and 12-step-ahead forecasts of the AR and MA models built in part (a) and part (b). Are the forecasts in the AR and MA models similar

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