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Given the following Chi-Square statistics from and ARIMA model at 95% confidence the residuals are not significantly autoregressive Lag 12 24 36 48 Chi-Square 13.0
| Given the following Chi-Square statistics from and ARIMA model at 95% confidence the residuals are not significantly autoregressive Lag 12 24 36 48 Chi-Square 13.0 28.8 43.5 54.5 DF 10 22 34 46 P-Value 0.222 0.152 0.003 0.017 |
at least through the 24th lag
after the 24th lag
in none of the lags
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Financial Management Theory And Practice
Authors: Eugene Brigham, Michael Ehrhardt, Jerome Gessaroli, Richard Nason
3rd Canadian Edition
017658305X, 978-0176583057
