The following time series tests are performed in R: Box.test(data, lag=20, type="Ljung") adf.test(data) kpss.test(data, null="Trend") kpss.test(diff(data), null="Trend") And the output is given below: Box-Ljung test p-value < 2.2e-16 Augmented Dickey-Fuller Test p-value = 0.4301 KPSS Test for Trend Stationarity p-value = 0.01 KPSS Test for Trend Stationarity p-value = 0.1 From the above information, answer the following questions. a) What is the value of d, the differencing? ( b) The Box-test tests whether the structure of time series is worth modeling. (True or False) (No answer given) c) The Dickey-Fuller test shows that the time series is stationary. (True or False) (
The following time series tests are performed in R: Box.test(data, lag=20, type="Ljung") adf.test(data) kpss.test(data, null="Trend") kpss.test(diff(data), null="Trend") And the output is given below: Box-Ljung test p-value < 2.2e-16 Augmented Dickey-Fuller Test p-value = 0.4301 KPSS Test for Trend Stationarity p-value = 0.01 KPSS Test for Trend Stationarity p-value = 0.1 From the above information, answer the following questions. a) What is the value of d, the differencing? ( b) The Box-test tests whether the structure of time series is worth modeling. (True or False) (No answer given) c) The Dickey-Fuller test shows that the time series is stationary. (True or False) (
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
Transcribed Image Text:The following time series tests are performed in R:
Box.test(data, lag=20, type="Ljung")
adf.test(data)
kpss.test(data, null="Trend")
kpss.test(diff(data), null="Trend")
And the output is given below:
Box-Ljung test p-value < 2.2e-16
Augmented Dickey-Fuller Test p-value = 0.4301
KPSS Test for Trend Stationarity p-value = 0.01
KPSS Test for Trend Stationarity p-value = 0.1
From the above information, answer the following
questions.
a) What is the value of d, the differencing? (
b) The Box-test tests whether the structure of time
series is worth modeling. (True or False)
(No answer given) →
c) The Dickey-Fuller test shows that the time
series is stationary. (True or False) (
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