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Suppose the residuals of a AR(1) model y = 8 + 013-1+ at is y: -0.03, -0.84, -0.23,0.73, -0.44, 1.43, -1.13, 2.24, -2.45, 0.45. Calculate the Ljung-Box statistic Q(3) and test hypothesis Ho at WN at significant level 0.05. :

Suppose the residuals of a AR(1) model y = 8 + 013-1+ at is y: -0.03, -0.84, -0.23,0.73, -0.44, 1.43, -1.13, 2.24, -2.45, 0.45. Calculate the Ljung-Box statistic Q(3) and test hypothesis Ho at WN at significant level 0.05. :

MATLAB: An Introduction with Applications
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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Suppose the residuals of a AR(1) model y = 6 + $1Yt-1 + a is yi: -0.03, -0.84, -0.23,0.73, -0.44, 1.43, -1.13, 2.24, -2.45, 0.45. Calculate the Ljung-Box statistic Q(3) and test hypothesis Ho : a - WN at significant level 0.05.
Transcribed Image Text:Suppose the residuals of a AR(1) model y = 6 + $1Yt-1 + a is yi: -0.03, -0.84, -0.23,0.73, -0.44, 1.43, -1.13, 2.24, -2.45, 0.45. Calculate the Ljung-Box statistic Q(3) and test hypothesis Ho : a - WN at significant level 0.05.
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