Question: Question 2: (20 points) Compute the 95% confidence interval for the autocorrelation coefficient for time lag 1 for a series that contains 80 terms, following

Question 2: (20 points)

Compute the 95% confidence interval for the autocorrelation coefficient for time lag 1 for a series that contains 80 terms, following these steps:

  1. Find sample size, n
  2. Find the critical value for two-tailed test of 95% confidence interval by Z-table
  3. Calculate the confidence interval for the autocorrelation coefficient for time lag 1 by below formula:

Question 2: (20 points) Compute the 95%

  • Answer:

0Z n 2

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