16 Assume that you have estimated an AR(6) model for the time series yt, as follows: Y₁ = μ+01Yt−1 + O2Yt−2 + 03Yt−3 +04Yt−4 + 05 Yt−5 +06Yt−6 + €t, t = 1, 2, 3, ..., 1000. Then you obtained 06 = -0.05. -3 -4 -5 What would be your suggestion on a proper model for the time series yt among the following options, if we choose 1% significance level? The critical values at 1% significance level: ±2.58. Select one alternative: ARMA(1,1) a white noise AR(6) ○ AR(5)

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