4. (optional with 5 bonus points) Write a function named AR to calculate the autocovariance functions of an AR(p) model. The function shall have three input variables, the vector of length p that has the coefficients 01,02,0p, the variance of the white noise W, and the maximum lag the autocovariances are to be calculated. Submit the code that defines the function, run an example and compare your results with those from ARMAacf (Note ARMAacf only provides autocorrelations). For example, AR(C(0.9, -0.16, -0.02), 1, 6) should produce the results for Problem 3 above. 4. (optional with 5 bonus points) Write a function named AR to calculate the autocovariance functions of an AR(p) model. The function shall have three input variables, the vector of length p that has the coefficients 01,02,0p, the variance of the white noise W, and the maximum lag the autocovariances are to be calculated. Submit the code that defines the function, run an example and compare your results with those from ARMAacf (Note ARMAacf only provides autocorrelations). For example, AR(C(0.9, -0.16, -0.02), 1, 6) should produce the results for Problem 3 above