Should I be trying to replicate the NEAS results?

[NEAS: This is an independent student project. The NEAS postings are suggestions to get you started. You can construct an ARIMA model, compare two or more models for a given era, compare two or three eras by type of model of by model parameters, examine seasonality, test out-of-sample forecasts, and many other items.]

Thanks TUBA, JR, Roots, etc. for your posts...I've gotten to the point of regressing the series (I assumed that this regression is done on the y(t)'s not the differenced values) and have come up with a slope and intercept for my AR(1).  The slope is close to 1 and the intercept close to 0 which leads me to believe the series is similar to a random walk. Roots, you mention looking at the AR(2), next. I'm confused in how to proceed using EXCEL for this step.  A little clarification....?  Thanks.