4. Estimating an AR(1). The dataframe, ts_simple_returns, which you constructed in an earlier problem has been defined for you. In this exercise, you will use it to compute an AR(1) model of S&P 500 simple returns.

Start by lagging the simple returns series for the S&P 500 by applying the lag() function. Next, use lm() to estimate a regression of S&P 500 returns on their lags. Finally, use the summary() function to summarize the regression result.