Question: Consider the following sample autocorrelation estimates obtained using 250 data points: Lag 1 2 3 Coefficient 0.2 -0.15 -0.1 Assuming that the coefficients are approximately

Consider the following sample autocorrelation estimates obtained using 250 data points:

Lag

1

2

3

Coefficient

0.2

-0.15

-0.1

Assuming that the coefficients are approximately normally distributed, what is the value of the Box-Pierce Q-statistic ?

Select one:

a.

37.50

b.

18.09

c.

Not enough information

d.

18.12

e.

0.12

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