Build a R studio autoregressive distributed lag model.

The project deals with stock prices. We want to study the impact of quantitative easing (which is the increase of a central bank's balance sheet) on stock prices by using a time-series analysis. To do so, we will use data from the United States indexes and federal reserve, as well as other independent variables. We also want to do stationarity checks for the variables and heteroskedasticity tests for residuals of the models.