Question: From the data file Earnings per Share on corporate earnings per share, fit autoregressive models of orders 1 through 4. Use the procedure of this

From the data file Earnings per Share on corporate earnings per share, fit autoregressive models of orders 1 through 4. Use the procedure of this section to test the hypothesis that the order of the autoregression is p - 1 against the alternative that the true order is p, with a 10% significance level. Choose one of these models, and compute forecasts of earnings per share for the next 5 years. Draw a graph showing the original data along with these forecasts. Would the results differ if a 5% significance level was used for the tests?

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