Datey_t2012-01-02151,942012-01-03150,792012-01-04150,3442012-01-05150,3672012-01-06150,792012-01-09150,8372012-01-10150,6492012-01-11151,5642012-01-12151,1652012-01-13152,1982012-01-16152,1282012-01-17152,2922012-01-18151,6582012-01-19150,6482012-01-20149,8972012-01-23149,382012-01-24149,4272012-01-25150,1552012-01-26151,1882012-01-27151,6342012-01-30152,4322012-01-31152,9252012-02-01152,3382012-02-02152,5972012-02-03150,9532012-02-06151,5872012-02-07150,7182012-02-08150,601 Given the time series in your data, please calculate the test statistics for Ho : T3 = 0 at lag s=3.a)-0,26O b)-1,21-0,71O d)-1,41

In this question, we are dealing with a time series data that includes two columns: "date" and "yt."…

Answered: Given the time series in your data,…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

Section: Chapter Questions

Problem 1P

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Given the time series in your data, please calculate the test statistics for HoT3 = 0 at lag s=3. O b) -0,26 -1,21 -0,71 -1,41