For an ARIMA(O,1,1) model, the critical value (or rejection region value) that the test statistic, Q, would be compared to for a test at the 0.05 level of significance with 10 lags would be

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.2: Expected Value And Variance Of Continuous Random Variables
Problem 10E
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QUESTION 21
For an ARIMA(0,1,1) model, the critical value (or rejection region value) that the test statistic, Q, would be compared
to for a test at the 0.05 level of significance with 10 lags would be
Transcribed Image Text:QUESTION 21 For an ARIMA(0,1,1) model, the critical value (or rejection region value) that the test statistic, Q, would be compared to for a test at the 0.05 level of significance with 10 lags would be
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