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Suppose a time series has a sample autocorrelation coefficient of order 1, rl = 0.4. If this series has a length of 20 observed
Suppose a time series has a sample autocorrelation coefficient of order 1, rl = 0.4. If this series has a length of 20 observed values then (using the rule of thumb) the autocorrelation coefficient that should be compared with rl for statistical significance at 0.05 level of significance is: O a. 0.447(approximately) O b. 0.1 c. O d. 1.96
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Probability And Statistics
Authors: Morris H. DeGroot, Mark J. Schervish
4th Edition
9579701075, 321500466, 978-0176861117, 176861114, 978-0134995472, 978-0321500465
