I need to use ARIMA and Artificial Neural Network to forecast the market index. I have 252 data observations

I need to use ARIMA and Artificial Neural Network to forecast the market index.
I have 252 data observations for 1 year. 80% to train the model and then forecast. Then we compare with 20% test set. and calculate forecast accuracy using MAE, RMSE, MAPE
I need only chapter 4 Data analysis and intepretation.
analysis in same software

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