A third-order autoregressive model is fitted to an annual time series with 17 values and has the

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A third-order autoregressive model is fitted to an annual time series with 17 values and has the following estimated parameters and standard errors:

At the 0.05 level of significance, test the appropriateness of the fitted model.

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Statistics For Managers Using Microsoft Excel

ISBN: 9780133130805

7th Edition

Authors: David M. Levine, David F. Stephan, Kathryn A. Szabat

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Question Posted: Apr 07, 2016 09:30 AM

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A third-order autoregressive model is fitted to an annual time series with 17 values and has the

Question:

ao= 4.50 al= 1.80 a2-0.80 a3=0.24 5,1-0.50 Sa2-0.30 S",-0.10

Step by Step Answer:

is greater than the critical bound of 22281 Rej...View the full answer

Statistics For Managers Using Microsoft Excel

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