Download four years’ worth of daily stock return data covering the period January 2018 to December 2021 on a company of your choice.
Using the time series of returns for the company you have chosen, estimate a univariate time series model that you think best describes the time series you have chosen and interpret your results.
Your analysis should include a discussion of why, based on the autocorrelation and partial autocorrelation functions and any additional suitable statistical tests you choose to run, you have identified the model you have and why this might be the most appropriate among the contender models you considered. Are your results consistent with the weak form of market efficiency? Briefly explain why or why not.
