Which of the following statements is true about the Ljung-Box test 4 O t tests whether any of the autocorrelations of order 1 through order 4 are statistically significant O it tests whether the stochastic process is stationary O Under the null, the Q4 statistic follows an F distribution with (1.4) degrees of freedom O The null hypothesis is that the model can be represented by an MA process

ENGR.ECONOMIC ANALYSIS
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Which of the following statements is true about the Ljung-Box test Q4
O it tests whether any of the autocorrelations of order 1 through order 4 are statistically significant
O t tests whether the stochastic process is stationary
O Under the null, the Q4 statistic follows an F distribution with (1.4) degrees of freedom
O The null hypothesis is that the model can be represented by an MA process
Transcribed Image Text:Which of the following statements is true about the Ljung-Box test Q4 O it tests whether any of the autocorrelations of order 1 through order 4 are statistically significant O t tests whether the stochastic process is stationary O Under the null, the Q4 statistic follows an F distribution with (1.4) degrees of freedom O The null hypothesis is that the model can be represented by an MA process
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