Which of the statements is NOT CORRECT concerning a comparison of the Box-Pierce Q and the Ljung-Box Q* statistics for linear dependence in time series ?

Select one:

a.

All of the options

b.

The Q test is sometimes over-sized for small samples

c.

The Q test has better small-sample properties than the Q*

d.

As the sample size tends towards infinity, both tests will show a tendency to always reject the null hypothesis of zero autocorrelation coefficients

e.

Asymptotically, the values of the two test statistics will be equal