Question: How can I solve this Hypothesis Testing (Z-stat)? The intercept value is mu estimated You fitted a Gaussian MA ( 2 ) model

How can I solve this Hypothesis Testing (Z-stat)?

The intercept value is "mu" estimated

You fitted a Gaussian MA ( 2 ) model to a time series of length I - 800 , i . e X = 1 + + + Diet - 1 + O zer - 2 Ex - GIN ( 0 0 2 ) 800 . You obtained the following estimates Call arima ( * = x , orde ( 0 . O . 2 ) ) Coefficients mal mal intercept 1 . 0057 0. 2206 0. 0172 S.e . 0.0347 0 . 0346 0.0815 sigma 2 estimated as 1 074 : log likelihood 1164 . 24 . aic = 2334 . 48 Assuming that that all diagnostics suggest you that model fitting is good , test Ho : " VS . H 1 : 1 0 at the significance level a = 0.01 ( 20995 - 2.5758 )

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