I am working on stock prices and stock returns and I'm supposed to do some forecast on these data. The stock prices series is not stationary and even if the stock returns series is, it is a white noise. I can't do any forecasting on the stock returns since it is a white noise. My professor suggested that I should adjust an AR(1) or MA(1) process, but I don't really understand what she means by adjusting these processes?
Thank you for your answers