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Consider the following first 12 lags of sample PACF and some Information Criteria for a series of monthly stock returns from 01/1926 to 12/2008. Using

Consider the following first 12 lags of sample PACF and some Information Criteria for a series of monthly stock returns from 01/1926 to 12/2008. Using the 5% significant level, please identify the order p of AR time series. How about the answer for 1% significance?

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