For an ARIMA(O,1,1) model, the critical value (or rejection region value) that the test statistic, Q, would be compared to for a test at the 0.05 level of significance with 10 lags would be

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter10: Statistics
Section10.6: Summarizing Categorical Data
Problem 30PPS
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QUESTION 21
For an ARIMA(0,1,1) model, the critical value (or rejection region value) that the test statistic, Q, would be compared
to for a test at the 0.05 level of significance with 10 lags would be
Transcribed Image Text:QUESTION 21 For an ARIMA(0,1,1) model, the critical value (or rejection region value) that the test statistic, Q, would be compared to for a test at the 0.05 level of significance with 10 lags would be
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