8.1 For an AR(1) model with and n = 100, the lag 1 sample autocorrelation of the...
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8.1 For an AR(1) model with and n = 100, the lag 1 sample autocorrelation of the residuals is 0.5. Should we consider this unusual? Why or why not?
From: textbook: Time Series Analysis with Applications in R by J.D. Cryer and K.-S. Chan.pdf
Related Book For
Principles Of Econometrics
ISBN: 9781118452271
5th Edition
Authors: R Carter Hill, William E Griffiths, Guay C Lim
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