R programming language question. Where it says "one of your downloaded data" you can downloaded any stock's prices for a period of 5 years for instance.

In my effort to help as much as possible, I can say that for the autocorrelations we use the acf function. For making the deciles, we use the quantile function. But my problem is mostly with part 2 and 3. I would like the answer with explanations of the code please.

Consider the monthly simple returns of the Decile 1 , Decile 5 , and Decile 10 of one of your dowloaded data series. For your return series, test the null hypothesis that the first 12 lags of autocorrelations are zero at the 5% level. Draw your conclusion. Build an AR and a MA model for the series of Decile 5. Use the AR and MA models built to produce 1-step to 3-step ahead forecasts of the series