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Autocorrelation Partial Correlation AC PAC Q-Stat Prob 1 0.646 0.646 42.966 0.000 20.386 -0.052 58.513 0.000 3 0.144 -0.146 60.697 0.000 4-0.012-0.058 60.713 0.000 5
Autocorrelation Partial Correlation AC PAC Q-Stat Prob 1 0.646 0.646 42.966 0.000 20.386 -0.052 58.513 0.000 3 0.144 -0.146 60.697 0.000 4-0.012-0.058 60.713 0.000 5 -0.056 0.041 61.052 0.000 6 -0.078 -0.032 61.714 0.000 7 -0.094 -0.057 62.6850.000 8 -0.117 -0.058 64.199 0.000 9 -0.180 -0.120 67.820 0.000 10 -0.240 -0.109 74.363 0.000 11 -0.181 0.091 78.110 0.000 12 -0.115 0.006 79.632 0.000 13 0.005 0.071 79.635 0.000 14 0.028 -0.085 79.726 0.000 15-0.005 -0.080 79.729 0.000 The above is SACF for a time series. Which statement is incorrect? Select one: a. There is a negligible degree of dependence in time series O b. Two of the sample autocorrelations are statistically no different from 0. The time series is likley to be a weaky dependent time series d. The time series is an AR(1) time series with non-zero coefficient O c
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