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Holt Mcdougal Larson Pre-algebra: Student Edition 2012

Holt Mcdougal Larson Pre-algebra: Student Edition 2012

1st Edition

ISBN:9780547587776

Author:HOLT MCDOUGAL

Publisher:HOLT MCDOUGAL

Chapter11: Data Analysis And Probability

Section: Chapter Questions

Problem 8CR

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Question

Please assist with the following questions

3. Given the following table of the autocorrelation function for the first 10 lags,
calculate the value of the Ljung-Box test statistic. Should the hypothesis that
the time series is white noise be rejected? There are 100 observations.
k
Pk
0
1.0000
1 -0.0325
2
0.0188
3
0.1267
4 -0.0493
5
-0.0840
6 -0.0878
7 -0.0346
8
0.1251
9 -0.0313
10 0.0927

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