Question: A third-order autoregressive model is fitted to an annual time series with 19 values and has the following estimated parameters and standard deviations: a0 5

A third-order autoregressive model is fitted to an annual time series with 19 values and has the following estimated parameters and standard deviations:

a0 5 10.20 a1 5 1.80 a2 5 0.99 a3 5 0.21 Sa1 5 0.25 Sa2 5 0.40 Sa3 5 0.09 At the 0.05 level of significance, test the appropriateness of the fitted model.

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