[This exercise requires a computer program to carry out the multiple regression calcula tions.] Refer to the data of Exercise 25 on corporate earnings per share. Fit autoregressive models of orders 1, 2, and 3. Use the procedure of Section 17.9 to test the hypothesis that the order of the autoregression is (p-1) against the alternative that it is p, at 10% signif-1 icance level, and thereby select a value for autoregressive order. Use the selected model to generate earnings-per-share forecasts up to 4 years ahead. Draw a time plot of the obser vations and forecasts. Would different results be obtained with 5%-level significance tests?