Question: ) A time series contains 2, 5, 4, 6, 8, 9, 8, 7, 5 and 10. To test whether the lag 1, 2 and 3
) A time series contains 2, 5, 4, 6, 8, 9, 8, 7, 5 and 10. To test whether the lag 1, 2 and 3 autocorrelation coefficients as a set is significantly different from a set of three zeros, at a significance level of 0.05, what is the values of the test statistic? A) 0.79 B) 1.33 C) 1.43 D) -0.23
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